VanEck Energy Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.13% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 8.54 | |
| 0.0515 | 13.27 | |
| 0.8882 | 306.39 | |
| 0.1160 | 10.49 |
Estimation Period:
Mar 14, 2012 to Feb 6, 2026
Mar 14, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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