Q3 All-Season Active Rotation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.06% (+6.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2151 | 3.45 | |
| 0.7043 | 16.20 | |
| 0.0181 | 0.32 | |
| 2.1843 | 6.69 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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