VanEck Africa Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.37% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7446 | 7.81 | |
| 0.0788 | 5.50 | |
| 0.8909 | 54.06 | |
| 0.0285 | 5.07 | |
| -0.0345 | -4.87 |
Estimation Period:
Jul 14, 2008 to Feb 6, 2026
Jul 14, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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