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	param	t-stat
$m$	31
$α$	0.0340	6.48
$β$	0.7101	87.68
$γ$	0.2336	26.83
$λ_{1}$	0.0167	5.26
$λ_{2}$	0.1409	4.81
$λ_{3}$	0.8509	27.51

V-Lab

iShares Mortgage Real Estate ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:19.86% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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