VanEck Mortgage REIT Income ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.24% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 13.77 | |
| 0.1255 | 30.96 | |
| 0.8696 | 237.34 |
Estimation Period:
Aug 17, 2011 to Feb 6, 2026
Aug 17, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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