VanEck Morningstar Wide Moat ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.53% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0575 | 6.42 | |
| 0.1511 | 7.39 | |
| 0.8084 | 36.76 | |
| 0.0217 | 1.89 | |
| -0.0297 | -2.00 |
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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