Principal US Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.49% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0057 | 1.85 | |
| 0.8838 | 181.22 | |
| 0.1356 | 23.27 | |
| 0.5636 | 0.38 | |
| 0.6833 | 0.39 | |
| 0.0489 | 0.02 |
Estimation Period:
Sep 22, 2016 to Feb 6, 2026
Sep 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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