VanEck Social Sentiment ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.13% (+3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 5.43 | |
| 0.1320 | 16.32 | |
| 0.9708 | 349.73 | |
| -0.0733 | -7.78 |
Estimation Period:
Mar 4, 2021 to Feb 6, 2026
Mar 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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