Acquirers Small and Micro Deep Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.74% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0464 | 12.90 | |
| 0.8734 | 189.84 | |
| 0.0887 | 16.50 | |
| 0.0018 | 2.81 | |
| 0.0093 | 7.47 | |
| 0.9901 | 628.63 |
Estimation Period:
Sep 24, 2014 to Feb 6, 2026
Sep 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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