GMO Systematc Invt GD CR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.05% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8494 | 0.00 | |
| -0.0000 | -0.00 | |
| 0.0370 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 4, 2025 to Feb 6, 2026
Jun 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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