Natixis Vaughan Nelson Select ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.72% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8836 | 154.61 | |
| 0.1558 | 22.50 | |
| 0.1504 | 0.45 | |
| 0.0587 | 0.45 | |
| 0.8162 | 1.99 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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