Baron First Principles ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.36%
decreased by 0.11%
1 Week
16.06%
increased by 1.59%
1 Month
16.62%
increased by 2.15%
Analysis last updated: Friday, May 22, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1238 | 23.88 | |
| 0.0000 | 0.00 | |
| 0.5000 | 29.46 | |
| 1.1191 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 15, 2025 to May 22, 2026
Dec 15, 2025 to May 22, 2026
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