GMO International Qualty ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.11% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0000 | 0.00 | |
| 0.7386 | 193.49 | |
| 0.3154 | 75.77 | |
| 0.7727 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 29, 2024 to Feb 6, 2026
Oct 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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