Gotham 1000 Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.21% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0019 | 0.16 | |
| 0.6497 | 9.53 | |
| 0.1201 | 4.26 | |
| 0.3260 | 0.15 | |
| 0.1166 | 0.14 | |
| 0.5414 | 0.18 |
Estimation Period:
Jun 8, 2022 to Feb 6, 2026
Jun 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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