LeaderShares AlphaFactor Tactical Focused ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.30% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1449 | 15.25 | |
| 0.5925 | 31.68 | |
| 0.1150 | 7.53 | |
| 0.1882 | 1.41 | |
| 0.4084 | 1.64 | |
| 0.4312 | 1.16 |
Estimation Period:
Oct 27, 2020 to Feb 6, 2026
Oct 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other LeaderShares AlphaFactor Tactical Focused ETF Analyses
Other MF2-GARCH Analyses on ETFs