DF Tactical 30 ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
33.61%
decreased by 1.41%
1 Week
35.05%
increased by 0.03%
1 Month
41.09%
increased by 6.07%
Analysis last updated: Saturday, June 13, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.02 | |
| 0.8862 | 760.71 | |
| 0.2275 | 96.45 | |
| 0.0000 | 0.00 | |
| 0.2004 | 118.67 | |
| 0.7996 | 1,162.15 |
Estimation Period:
Nov 12, 2025 to Jun 12, 2026
Nov 12, 2025 to Jun 12, 2026
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