Brookmont Catastrphic BD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.31% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7950 | 161.72 | |
| 0.4550 | 265.74 | |
| -0.5000 | -77.32 | |
| 0.2682 | 1.58 | |
| 0.9425 | 1.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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