Applied Finance Valuation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.01% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8995 | 177.59 | |
| 0.1615 | 21.52 | |
| 1.2597 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Applied Finance Valuation ETF Analyses
Other MF2-GARCH Analyses on ETFs