VanEck Social Sentiment ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.24% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0011 | 0.17 | |
| 0.9157 | 109.76 | |
| 0.1038 | 16.22 | |
| 0.9831 | 0.19 | |
| 0.1127 | 0.18 | |
| 0.6554 | 0.35 |
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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