Return Stacked BDS & FUT YLD MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.11% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2003 | 6.51 | |
| 0.0000 | 0.00 | |
| -0.0357 | -2.98 | |
| 0.2293 | 0.30 | |
| 0.0000 | 0.00 | |
| 0.5310 | 0.39 |
Estimation Period:
Aug 21, 2024 to Feb 6, 2026
Aug 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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