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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.7500	7,499,960.00
$β$	0.0000	100.00
$γ$	0.5000	4,999,870.00
$λ_{1}$	1.0407	13.47
$λ_{2}$	0.1385	38.10
$λ_{3}$	0.8615	47.70

V-Lab

Lazard US Systematic SMA ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:7.12% (+5.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lazard US Systematic SMA ETF Analyses