Harbor Smid CAP Core ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:24.95% (+5.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.9956 | 9,956,120.00 | |
| 0.0332 | 331,820.00 | |
| -0.2113 | -2,113,150.00 | |
| 9.3009 | 93,008,910.00 | |
| 0.8152 | 8,152,300.00 | |
| 0.0506 | 506,410.00 |
Estimation Period:
May 2, 2025 to Jan 23, 2026
May 2, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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