Baron First Principles ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
53.75%
increased by 16.03%
1 Week
47.76%
increased by 10.04%
1 Month
52.42%
increased by 14.70%
Analysis last updated: Friday, June 12, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.5000 | 11.36 | |
| 0.0000 | 0.00 | |
| -0.5000 | -6.85 | |
| 5.7181 | 0.25 | |
| 1.0000 | 1.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 15, 2025 to Jun 12, 2026
Dec 15, 2025 to Jun 12, 2026
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