VanEck Oil Refiners ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.20% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 15.21 | |
| 0.1102 | 31.85 | |
| 0.8458 | 250.89 | |
| 0.5573 | 18.69 |
Estimation Period:
Aug 19, 2015 to Feb 6, 2026
Aug 19, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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