VanEck Mortgage REIT Income ETF MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.51% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 9.96 | |
| 0.3579 | 40.14 | |
| 0.6421 | 98.41 |
Estimation Period:
Aug 17, 2011 to Feb 13, 2026
Aug 17, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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