VanEck Mortgage REIT Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.12% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 16.47 | |
| 0.0362 | 8.41 | |
| 0.8904 | 297.78 | |
| 0.1301 | 14.87 |
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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