Kovitz Core Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.85% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7563 | 54.87 | |
| 0.2229 | 18.44 | |
| 0.4147 | 0.44 | |
| 0.4630 | 0.60 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 12, 2022 to Feb 13, 2026
Dec 12, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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