Horizons Betapro Sp500 Invrs MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.90% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2068 | 33.83 | |
| 0.8278 | 131.60 | |
| -0.2068 | -27.13 | |
| 0.0238 | 3.00 | |
| 0.0588 | 3.92 | |
| 0.9171 | 44.11 |
Estimation Period:
Feb 4, 2010 to Feb 6, 2026
Feb 4, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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