SMI 3Fourteen Full-Cycle Trend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.49% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0220 | 3.96 | |
| 0.0000 | 0.00 | |
| 0.3739 | 7.56 | |
| 0.1200 | 2.24 | |
| 0.9489 | 3.89 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 2, 2024 to Feb 6, 2026
Jul 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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