Ballast Small/Mid Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.24% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0000 | 0.00 | |
| 0.7501 | 34.75 | |
| 0.1382 | 14.07 | |
| 0.5349 | 0.05 | |
| 0.2148 | 0.05 | |
| 0.4517 | 0.04 |
Estimation Period:
Dec 3, 2020 to Feb 6, 2026
Dec 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ballast Small/Mid Cap ETF Analyses
Other MF2-GARCH Analyses on ETFs