Principal US Mega-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.81% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7797 | 56.47 | |
| 0.2430 | 24.35 | |
| 0.0147 | 1.77 | |
| 0.0607 | 2.25 | |
| 0.9262 | 26.18 |
Estimation Period:
Oct 12, 2017 to Feb 6, 2026
Oct 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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