VanEck Social Sentiment ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.07% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1096 | 7.59 | |
| 0.0102 | 2.38 | |
| 0.9103 | 186.07 | |
| 0.1037 | 7.43 |
Estimation Period:
Mar 4, 2021 to Feb 13, 2026
Mar 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Social Sentiment ETF Analyses
Other GJR-GARCH Analyses on ETFs