VanEck Mortgage REIT Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.39% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0657 | 5.19 | |
| 0.1243 | 46.74 | |
| 0.9964 | 1,586.69 | |
| 7.6131 | 8.10 |
Estimation Period:
Aug 17, 2011 to Feb 6, 2026
Aug 17, 2011 to Feb 6, 2026
Other VanEck Mortgage REIT Income ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs