VanEck Morningstar Wide Moat ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.98% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0299 | 7.88 | |
| 0.8169 | 154.72 | |
| 0.1970 | 30.13 | |
| 0.2208 | 5.15 | |
| 0.8102 | 6.22 | |
| 0.0000 | 0.00 |
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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