SPAC & New Issue ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.38% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.3647 | 6.81 | |
| 0.5856 | 21.53 | |
| 0.0987 | 1.47 | |
| 0.1579 | 10.48 | |
| 0.0000 | 0.01 | |
| 0.9985 | 471.45 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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