Return Stacked Bonds & Managed Futures ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.88% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0650 | 2.24 | |
| 0.4567 | 9.30 | |
| 0.0582 | 1.59 | |
| 0.0007 | 0.01 | |
| 0.0021 | 0.11 | |
| 0.9979 | 10.66 |
Estimation Period:
Feb 8, 2023 to Feb 13, 2026
Feb 8, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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