Themes Transatlantc Dfns ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.54% (+13.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.2837 | 4.51 | |
| 0.0000 | 0.01 | |
| -0.2837 | -4.53 | |
| 0.0256 | 0.29 | |
| 0.0782 | 0.83 | |
| 0.9218 | 7.62 |
Estimation Period:
Oct 11, 2024 to Feb 6, 2026
Oct 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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