VanEck Oil Refiners ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.60% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1689 | 6.08 | |
| 0.1026 | 4.75 | |
| 0.8374 | 27.83 | |
| 0.1921 | 3.84 | |
| -0.3083 | -3.97 | |
| 0.2090 | 2.89 |
Estimation Period:
Aug 19, 2015 to Feb 6, 2026
Aug 19, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Oil Refiners ETF Analyses
Other Spline-GARCH Analyses on ETFs