LSV Disciplined Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.67% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0718 | 33.36 | |
| 0.0000 | 3.33 | |
| 0.5000 | 73.20 | |
| 0.0000 | 0.00 | |
| 0.8900 | 6.10 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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