Parametric Equity Plus ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.11% (+9.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.5385 | 35.46 | |
| 0.3493 | 39.12 | |
| 0.7676 | 2.15 | |
| 0.0333 | 0.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 8, 2024 to Feb 6, 2026
Nov 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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