WEBs SPY Defined Volatility ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.86% (-12.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.4363 | 15.12 | |
| 1.6215 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.1896 | 0.00 |
Estimation Period:
Dec 17, 2024 to Feb 6, 2026
Dec 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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