MicroSectors FANG+ ETNs MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.70% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8764 | 213.66 | |
| 0.1314 | 25.75 | |
| 0.3500 | 0.40 | |
| 0.3433 | 0.35 | |
| 0.5457 | 0.43 |
Estimation Period:
Nov 13, 2019 to Feb 6, 2026
Nov 13, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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