SGI Enhanced Nasdaq-100 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.79% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7067 | 51.00 | |
| 0.2075 | 43.33 | |
| 0.2355 | 0.67 | |
| 0.0000 | 0.00 | |
| 0.7419 | 2.69 |
Estimation Period:
Jun 14, 2024 to Feb 13, 2026
Jun 14, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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