Principal Quality ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.48% (+3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8912 | 127.80 | |
| 0.1291 | 14.48 | |
| 0.2936 | 0.22 | |
| 0.4261 | 0.21 | |
| 0.3059 | 0.09 |
Estimation Period:
Mar 22, 2016 to Feb 6, 2026
Mar 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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