Alphaedge Large CP Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.39% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0105 | 5.77 | |
| 0.3011 | 16.75 | |
| 0.4657 | 32.39 | |
| 0.1408 | 2.43 | |
| 0.7846 | 3.42 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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