Rockcreek Global Equalty ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.45% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1491 | 1,491,050.00 | |
| 0.1278 | 1,278,020.00 | |
| -0.0789 | -789,340.00 | |
| 0.0431 | 431,460.00 | |
| 0.0150 | 149,510.00 | |
| 0.1683 | 1,682,700.00 |
Estimation Period:
Feb 27, 2025 to Feb 13, 2026
Feb 27, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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