Counterpoint High Yield Trend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.66% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7491 | 7,491,350.00 | |
| 0.0009 | 8,650.00 | |
| 0.5000 | 5,000,000.00 | |
| 3.8150 | 38,150,330.00 | |
| 0.0563 | 562,530.00 | |
| 0.3684 | 3,684,150.00 |
Estimation Period:
Jan 22, 2020 to Feb 6, 2026
Jan 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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