Dynamic Active Glbal GLD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.03% (-17.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1059 | 26.60 | |
| 0.0000 | 0.01 | |
| 0.5000 | 46.36 | |
| 0.4487 | 9.11 | |
| 1.0000 | 6.06 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 2, 2024 to Feb 6, 2026
Jul 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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