Natixis Loomis Sayle Fcsd GH MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.39% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8675 | 65.74 | |
| 0.1609 | 11.44 | |
| 0.3344 | 0.22 | |
| 0.0816 | 0.21 | |
| 0.7226 | 0.57 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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