TD Q US Small-Mid-Cap EQ ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.29% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.9658 | 9,658,370.00 | |
| 0.0058 | 57,730.00 | |
| 0.0568 | 567,810.00 | |
| 0.9856 | 9,855,590.00 | |
| 0.0329 | 328,820.00 | |
| 0.0005 | 4,840.00 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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