VanEck Agribusiness ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.95% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9951 | 7.80 | |
| 0.1211 | 7.59 | |
| 0.8387 | 43.30 | |
| 0.0073 | 0.58 | |
| 0.0236 | 1.26 | |
| -0.0437 | -4.54 |
Estimation Period:
Sep 5, 2007 to Feb 6, 2026
Sep 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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