Day Hagan Smart Sector International ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.84% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.7065 | 31.86 | |
| 0.2032 | 12.90 | |
| 0.2560 | 0.18 | |
| 0.2289 | 0.17 | |
| 0.3978 | 0.12 |
Estimation Period:
Jul 4, 2022 to Feb 6, 2026
Jul 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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