VanEck Natural Resources ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.42% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 5.23 | |
| 0.1794 | 28.34 | |
| 0.9813 | 736.17 | |
| -0.0905 | -17.80 |
Estimation Period:
Nov 11, 2008 to Feb 6, 2026
Nov 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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