VanEck Digital Transformation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.58% (+7.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0276 | 2.02 | |
| 0.8057 | 7.63 | |
| 0.0227 | 2.06 | |
| 6.7194 | 0.03 | |
| 0.3580 | 0.03 | |
| 0.3443 | 0.02 |
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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