VanEck Morningstar Wide Moat ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.29% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 2.03 | |
| 0.2168 | 24.70 | |
| 0.9628 | 459.55 | |
| -0.1309 | -23.09 |
Estimation Period:
Apr 25, 2012 to Feb 6, 2026
Apr 25, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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