VanEck Morningstar Wide Moat ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.95% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9573 | 6.66 | |
| 0.1520 | 7.59 | |
| 0.8111 | 38.11 | |
| 0.0065 | 1.33 |
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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