Arrow Dow Jones Global Yield ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.51% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.9851 | 9,851,450.00 | |
| 0.0310 | 309,760.00 | |
| -0.0322 | -322,410.00 | |
| 0.1042 | 11.30 | |
| 0.6333 | 7.60 | |
| 0.3667 | 3.61 |
Estimation Period:
May 8, 2012 to Feb 6, 2026
May 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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