Harbor Human Capital Factor US Small Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.72% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0192 | 2.73 | |
| 0.8007 | 24.34 | |
| 0.1060 | 7.85 | |
| 1.4996 | 0.06 | |
| 0.1426 | 0.06 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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