Praxis Impact LRG CP VAL ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.31% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.8626 | 785.60 | |
| 0.0000 | 0.03 | |
| -0.5000 | -127.29 | |
| 0.1152 | 74.47 | |
| 0.2524 | 7.82 | |
| 0.7476 | 42.43 |
Estimation Period:
Apr 8, 2025 to Feb 13, 2026
Apr 8, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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