VanEck Oil Refiners ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.26% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 15.56 | |
| 0.0321 | 8.78 | |
| 0.8813 | 236.33 | |
| 0.1135 | 10.12 |
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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