Ishares Managed Futr ACT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.94% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0280 | 6,998.25 | |
| 0.4991 | 4,991,180.00 | |
| -0.0272 | -6,797.00 | |
| 0.0008 | 7,540.00 | |
| 0.0001 | 1,050.00 | |
| 0.0053 | 52,560.00 |
Estimation Period:
Mar 13, 2025 to Feb 13, 2026
Mar 13, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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