UPAR Ultra Risk Parity 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 Wednesday, July 8th, 2026
1 Day
29.77%
increased by 14.60%
1 Week
1,347,748,896,493.70%
increased by 1,347,748,896,478.53%
1 Month
69,077,104,745,349,580,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 69,077,104,745,349,580,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, July 7, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.6404 | 11.24 | |
| 0.4828 | 13.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 2022 to Jul 2, 2026
Jan 4, 2022 to Jul 2, 2026
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