VanEck Israel ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.86% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 16.77 | |
| 0.0330 | 10.08 | |
| 0.8722 | 192.54 | |
| 0.1309 | 12.08 |
Estimation Period:
Jun 26, 2013 to Feb 6, 2026
Jun 26, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Israel ETF Analyses
Other GJR-GARCH Analyses on ETFs