VanEck ChiNext ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.95% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3742 | 3.67 | |
| 0.1265 | 4.50 | |
| 0.7309 | 15.32 | |
| -2.2566 | -5.86 | |
| 3.3747 | 6.23 | |
| -1.5251 | -5.15 | |
| 0.5059 | 2.05 | |
| -0.2069 | -0.94 | |
| 0.3121 | 1.73 | |
| -0.3247 | -2.48 |
Estimation Period:
Jul 24, 2014 to Feb 6, 2026
Jul 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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