Vaneck Office And COM RE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.09% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 4.62 | |
| 0.0365 | 4.99 | |
| 0.9163 | 122.79 | |
| 0.0389 | 2.36 |
Estimation Period:
Sep 21, 2023 to Feb 13, 2026
Sep 21, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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