Regan Fixed Rate MBS ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:53.17% (+7.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.4017 | 4,016,710.00 | |
| 0.0433 | 433,050.00 | |
| 0.2084 | 2,084,380.00 | |
| 8.6973 | 2,899,102.00 | |
| 0.7352 | 7,352,430.00 | |
| 0.0447 | 446,640.00 |
Estimation Period:
May 1, 2025 to Jan 23, 2026
May 1, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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