VanEck Morningstar Wide Moat ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.12% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 18.34 | |
| 0.0505 | 9.84 | |
| 0.8362 | 187.77 | |
| 0.1836 | 14.36 |
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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