Day Hagan Smart Sector ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.58% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7797 | 64.38 | |
| 0.2579 | 21.65 | |
| 0.0219 | 2.92 | |
| 0.0389 | 2.46 | |
| 0.9367 | 41.81 |
Estimation Period:
Jan 20, 2020 to Feb 6, 2026
Jan 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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