Fundstrat Granny Shots US Small- & Mid-Cap 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
17.66%
decreased by 0.01%
1 Week
278.75%
increased by 261.08%
1 Month
145,993,493.01%
increased by 145,993,475.34%
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 | ||
| 0.1392 | 53.21 | |
| 0.9304 | 230.58 | |
| -0.1392 | -53.27 | |
| 0.0000 | 0.00 | |
| 0.1409 | 10.69 | |
| 0.0404 | 19.64 |
Estimation Period:
Nov 18, 2025 to May 22, 2026
Nov 18, 2025 to May 22, 2026
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