VanEck Mortgage REIT Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.35% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7902 | 3.78 | |
| 0.1401 | 7.55 | |
| 0.8349 | 45.74 | |
| -0.0040 | -0.12 | |
| 0.0420 | 0.93 | |
| -0.0678 | -3.12 |
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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