Fundstrat Granny Shots US Large Cap & Income ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.24%
decreased by 0.16%
1 Week
60.59%
increased by 49.19%
1 Month
294,528.06%
increased by 294,516.66%
Analysis last updated: Friday, May 22, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.08 | |
| 0.9732 | 129.50 | |
| 0.0535 | 14.16 | |
| 0.0000 | 0.00 | |
| 0.4584 | 2.02 | |
| 0.0001 | 0.06 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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