Nicholas Fixed Income Alternative ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.20% (-4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.7499 | 7,499,150.00 | |
| 0.0001 | 850.00 | |
| 0.5000 | 5,000,000.00 | |
| 10.0000 | 100,000,000.00 | |
| 0.0073 | 73,100.00 | |
| 0.4014 | 4,013,680.00 |
Estimation Period:
Nov 30, 2022 to Feb 6, 2026
Nov 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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