TDAQ Lift ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 26th, 2026
1 Day
43.07%
decreased by 3.57%
1 Week
44.66%
decreased by 1.98%
1 Month
58.50%
increased by 11.86%
Analysis last updated: Thursday, June 25, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1184 | 1,184,420.00 | |
| 0.8377 | 8,376,500.00 | |
| 0.0878 | 878,180.00 | |
| 0.3013 | 3,012,700.00 | |
| 0.2771 | 2,771,100.00 | |
| 0.7229 | 7,228,900.00 |
Estimation Period:
Jan 7, 2026 to Jun 18, 2026
Jan 7, 2026 to Jun 18, 2026
Other TDAQ Lift ETF Analyses
Other MF2-GARCH Analyses on ETFs