Amplify Samsung Sofr ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.45% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1221 | 15.19 | |
| 0.6921 | 59.92 | |
| 0.0875 | 7.15 | |
| 0.0004 | 0.74 | |
| 0.0949 | 4.04 | |
| 0.9051 | 36.99 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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