Principal Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.32% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8885 | 62.83 | |
| 0.1275 | 12.05 | |
| 0.0980 | 0.33 | |
| 0.1031 | 0.27 | |
| 0.8183 | 1.29 |
Estimation Period:
Mar 22, 2016 to Feb 20, 2026
Mar 22, 2016 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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