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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1452	4.44***
α ARCH Response to squared shocks	0.0892	5.91***
β GARCH Volatility persistence	0.9613	77.19***
ν DF Student-t tail thickness	10.3862	0.50

V-Lab

Vaneck Emerging Market B ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Vaneck Emerging Market B ETF Analyses