VanEck Social Sentiment ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.69% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1380 | 10.94 | |
| 0.1087 | 25.21 | |
| 0.8440 | 173.96 | |
| 0.7768 | 12.90 |
Estimation Period:
Mar 4, 2021 to Feb 13, 2026
Mar 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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