Parametric Equity Premi Incm MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.86% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0000 | 0.00 | |
| 0.4069 | 12.69 | |
| 0.3326 | 16.97 | |
| 0.5948 | 0.01 | |
| 0.0816 | 0.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 19, 2023 to Feb 6, 2026
Oct 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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