Virtus Newfleet Securitized Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:-0.00% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0442 | 16.59 | |
| 0.3000 | 27.78 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 10, 2021 to Feb 6, 2026
Feb 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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