Virtus Reaves Utilities ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.49% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0173 | 3.90 | |
| 0.8537 | 86.77 | |
| 0.0734 | 8.11 | |
| 0.0878 | 0.64 | |
| 0.3927 | 0.83 | |
| 0.5548 | 0.98 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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