VanEck Natural Resources ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.18% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 15.67 | |
| 0.0338 | 10.24 | |
| 0.9000 | 338.84 | |
| 0.1089 | 13.68 |
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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