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V-Lab

Hedgeye Fourth Turning 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, July 28th, 2026

1 Day

4.46%

increased by 3.08%

1 Week

1,108.64%

increased by 1,107.26%

1 Month

49,851,611,809,449.05%

increased by 49,851,611,809,447.66%

Analysis last updated: Tuesday, July 28, 2026 at 02:23 AM UTC

Date Range:

from

to

6M ·

All

graph of Hedgeye Fourth Turning ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 21, 2025 to Jul 24, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

Leverage: volatility responds almost entirely to negative shocks

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

31
α

ARCH

Response to squared shocks

0.0000
0.14
β

GARCH

Volatility persistence

0.7808
466.14***
γ

leverage

Additional response to negative shocks

0.4384
355.28***
λ₁

tau intercept

Baseline long-term coefficient

0.0000
0.01
λ₂

forecast adj.

Forecast performance sensitivity

0.0443
24.09***
λ₃

tau persistence

Long-term factor persistence

0.4830
121.91***

Persistence:

1.000

Half-life:

-