Nexus Select Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.22% (-12.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7461 | 7,460,930.00 | |
| 0.0039 | 39,070.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 0.01 | |
| 0.0720 | 436.49 | |
| 0.0000 | 0.00 |
Estimation Period:
May 18, 2023 to Feb 6, 2026
May 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nexus Select Trust Analyses
Other MF2-GARCH Analyses on Real Estate