VanEck Agribusiness ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.91% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9305 | 7.79 | |
| 0.1216 | 7.44 | |
| 0.8353 | 42.03 | |
| -0.0001 | -0.01 | |
| 0.0416 | 2.06 | |
| -0.0795 | -3.74 |
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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