V-Lab
V-Lab
Emerging Market Consumer ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 23rd, 2024:13.51% (-0.09%)

Analysis last updated: Friday, September 20, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Emerging Market Consumer ETF MF2-GARCH
paramt-stat
m66
α0.00000.01
β0.733768.18
γ0.241030.51
λ10.06931.15
λ20.65041.69
λ30.34960.80
Estimation Period:
May 15, 2023 to Sep 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts