GMO U.S. Quality ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.73% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0000 | 0.00 | |
| 0.8500 | 51.66 | |
| 0.2145 | 11.58 | |
| 1.0212 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 17, 2023 to Feb 6, 2026
Nov 17, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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