Frontier Asset Glbl SM CAP MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.16% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2082 | 54.63 | |
| 0.0000 | 0.05 | |
| 0.5000 | 36.93 | |
| 0.0000 | 0.01 | |
| 0.9992 | 18.63 | |
| 0.0000 | 0.09 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Frontier Asset Glbl SM CAP Analyses
Other MF2-GARCH Analyses on ETFs