AAM S&P 500 High Dividend Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.24% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0230 | 5.22 | |
| 0.8532 | 145.91 | |
| 0.1685 | 22.86 | |
| 0.4281 | 0.39 | |
| 0.7198 | 0.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 29, 2017 to Feb 6, 2026
Nov 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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