SP Funds S&P World EX US ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.96% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6372 | 22.86 | |
| 0.2671 | 18.38 | |
| 0.2565 | 0.32 | |
| 0.1697 | 0.34 | |
| 0.6377 | 0.58 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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