FT VT US SM CP MO B ETF NOV MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.90% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7982 | 48.85 | |
| 0.2446 | 10.12 | |
| 0.6380 | 0.20 | |
| 0.1252 | 0.19 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 20, 2023 to Feb 13, 2026
Nov 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other FT VT US SM CP MO B ETF NOV Analyses
Other MF2-GARCH Analyses on ETFs