SP Funds S&P Global Tech ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.85% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7245 | 23.34 | |
| 0.2346 | 14.95 | |
| 0.8791 | 0.18 | |
| 0.1031 | 0.16 | |
| 0.5376 | 0.20 |
Estimation Period:
Dec 1, 2023 to Feb 6, 2026
Dec 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SP Funds S&P Global Tech ETF Analyses
Other MF2-GARCH Analyses on ETFs