VanEck Digital Transformation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.75% (+5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4906 | 6.03 | |
| 0.0216 | 4.99 | |
| 0.9455 | 146.93 | |
| 0.0218 | 2.54 |
Estimation Period:
Apr 14, 2021 to Feb 6, 2026
Apr 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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