Rayliant Smdam JP Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.82% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1058 | 9.70 | |
| 0.6560 | 39.74 | |
| 0.0154 | 0.89 | |
| 0.0244 | 4.49 | |
| 0.9294 | 8.84 | |
| 0.0706 | 2.64 |
Estimation Period:
Apr 4, 2024 to Feb 6, 2026
Apr 4, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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