VanEck Mortgage REIT Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.06% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0456 | 6.29 | |
| 0.7105 | 78.71 | |
| 0.2304 | 21.09 | |
| 0.0094 | 3.91 | |
| 0.0996 | 4.81 | |
| 0.8970 | 41.08 |
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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