VanEck Oil Refiners ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.53% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0167 | 5.20 | |
| 0.8606 | 156.67 | |
| 0.1260 | 23.01 | |
| 0.2590 | 1.63 | |
| 0.5087 | 2.27 | |
| 0.3437 | 1.08 |
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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