VanEck Social Sentiment ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:41.03% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9793 | 5.60 | |
| 0.0776 | 4.61 | |
| 0.9051 | 50.52 | |
| -0.0041 | -0.27 |
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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