Distillate Small/Mid Cash Flow ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.95% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1346 | 3.84 | |
| 0.0000 | 0.00 | |
| 0.1409 | 4.61 | |
| 0.2791 | 0.23 | |
| 0.1184 | 0.37 | |
| 0.7125 | 0.70 |
Estimation Period:
Oct 6, 2022 to Feb 6, 2026
Oct 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Distillate Small/Mid Cash Flow ETF Analyses
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