Virtus WMC International Dividend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.46% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0344 | 2.53 | |
| 0.7000 | 15.41 | |
| 0.1356 | 6.70 | |
| 0.4190 | 0.21 | |
| 0.4593 | 0.20 | |
| 0.1036 | 0.02 |
Estimation Period:
Oct 11, 2017 to Feb 6, 2026
Oct 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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