Doubleline Mortgage ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.81% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.9710 | 110.11 | |
| 0.0323 | 7.57 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9985 | 433.55 |
Estimation Period:
Apr 4, 2023 to Feb 6, 2026
Apr 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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