AltShares Event-Driven ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.98% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1909 | 12.06 | |
| 0.0000 | 0.00 | |
| 0.5000 | 12.40 | |
| 0.0876 | 0.57 | |
| 0.3363 | 0.47 | |
| 0.4772 | 0.45 |
Estimation Period:
Sep 20, 2021 to Feb 6, 2026
Sep 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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