Distillate US Fundamental Stability & Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.73% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0099 | 1.34 | |
| 0.7195 | 37.58 | |
| 0.2499 | 20.87 | |
| 0.0250 | 1.59 | |
| 0.0752 | 2.30 | |
| 0.9027 | 19.53 |
Estimation Period:
Oct 24, 2018 to Feb 6, 2026
Oct 24, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Distillate US Fundamental Stability & Value ETF Analyses
Other MF2-GARCH Analyses on ETFs