Virtus Duff & Phelps Clean Energy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.19% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.7938 | 29.74 | |
| 0.0690 | 4.13 | |
| 0.9761 | 0.29 | |
| 0.4324 | 0.34 | |
| 0.1637 | 0.06 |
Estimation Period:
Aug 4, 2021 to Feb 13, 2026
Aug 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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