Oakmark U.S. Large CAP ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.03% (+9.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0251 | 10.69 | |
| 0.0000 | 1.25 | |
| 0.5000 | 54.83 | |
| 0.0000 | 0.00 | |
| 0.9493 | 4.65 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 3, 2024 to Feb 6, 2026
Dec 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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