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V-Lab

Sprott Active Mtls & MNS ETF MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

42.08%

decreased by 0.53%

1 Week

45.99%

increased by 3.38%

1 Month

54.02%

increased by 11.41%

Analysis last updated: Saturday, August 8, 2026 at 02:21 AM UTC

Date Range:

from

to

6M ·

All

graph of Sprott Active Mtls & MNS ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 10, 2025 to Aug 7, 2026

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.7853
388.57***
γ

leverage

Additional response to negative shocks

0.2529
41.94***
λ₁

tau intercept

Baseline long-term coefficient

15.4911
33.68***

Persistence:

0.912

Half-life:

8 days