DGA Core Plus Absolute Return ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.75% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.3628 | 23.09 | |
| 0.0000 | 0.00 | |
| 0.5000 | 10.82 | |
| 0.1530 | 0.05 | |
| 0.2856 | 0.05 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 3, 2023 to Jan 23, 2026
Aug 3, 2023 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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