Distillate International Fundamental Stability & Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.98% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0029 | 0.36 | |
| 0.7600 | 37.82 | |
| 0.1578 | 11.50 | |
| 0.0432 | 0.77 | |
| 0.0776 | 0.84 | |
| 0.8854 | 6.75 |
Estimation Period:
Dec 15, 2020 to Feb 6, 2026
Dec 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Distillate International Fundamental Stability & Value ETF Analyses
Other MF2-GARCH Analyses on ETFs