VanEck Oil Refiners ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.20% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1353 | 5.90 | |
| 0.1013 | 4.63 | |
| 0.8401 | 27.89 | |
| 0.1714 | 3.49 | |
| -0.2602 | -3.55 | |
| 0.1142 | 2.74 |
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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