Sequoia Global Value ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.33%
decreased by 0.34%
1 Week
12.24%
increased by 0.57%
1 Month
13.37%
increased by 1.70%
Analysis last updated: Friday, May 22, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6250 | 22.44 | |
| 0.3088 | 13.29 | |
| 0.5773 | 0.14 | |
| 0.2412 | 0.21 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 18, 2024 to May 22, 2026
Jan 18, 2024 to May 22, 2026
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