NBI Liquid Alternatives ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.37% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.2660 | 11.80 | |
| 0.7544 | 21.68 | |
| -0.1879 | -8.62 | |
| 0.7195 | 0.31 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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