Mufg Japan Small CAP ACV ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.96% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| -0.0000 | -0.00 | |
| 0.0038 | 0.00 | |
| 0.0748 | 0.00 | |
| 0.9252 | 0.00 |
Estimation Period:
Sep 17, 2025 to Feb 3, 2026
Sep 17, 2025 to Feb 3, 2026
News Impact Curve
Volatility Forecasts
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