VanEck Israel ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.74% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7647 | 8.22 | |
| 0.1228 | 5.30 | |
| 0.8179 | 29.57 | |
| 0.0172 | 1.75 | |
| -0.0294 | -2.40 |
Estimation Period:
Jun 26, 2013 to Feb 6, 2026
Jun 26, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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