Dynamic Active US Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.51% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8784 | 35.28 | |
| 0.1279 | 11.13 | |
| 1.2752 | 0.02 | |
| 0.1082 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 24, 2023 to Feb 6, 2026
Oct 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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