AlphaDroid Defensive Sector Rotation ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
9.80%
decreased by 0.02%
1 Week
1,274,001,999,998.43%
increased by 1,274,001,999,988.61%
1 Month
4,445,109,222,505,112,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 4,445,109,222,505,112,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Saturday, May 23, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0726 | 1.23 | |
| 0.9548 | 168.79 | |
| -0.0726 | -1.23 | |
| 0.0000 | 0.00 | |
| 0.4606 | 0.03 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 16, 2025 to May 22, 2026
Oct 16, 2025 to May 22, 2026
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