LeaderShares AlphaFactor US Core Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.26% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0132 | 2.63 | |
| 0.8490 | 155.13 | |
| 0.1951 | 26.75 | |
| 0.5388 | 0.22 | |
| 0.6637 | 0.22 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 2, 2018 to Feb 6, 2026
Oct 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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