VanEck Environmental Services ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.94% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 13.19 | |
| 0.0221 | 5.03 | |
| 0.9098 | 204.41 | |
| 0.0946 | 11.30 |
Estimation Period:
Oct 16, 2006 to Feb 6, 2026
Oct 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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