Morgan Dempsey L CAP VAL ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.83% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0880 | 5.99 | |
| 0.1266 | 3.65 | |
| 0.6695 | 11.41 |
Estimation Period:
Apr 27, 2023 to Feb 13, 2026
Apr 27, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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