VanEck Mortgage REIT Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.14% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8718 | 4.33 | |
| 0.1368 | 7.76 | |
| 0.8457 | 50.66 | |
| 0.0128 | 2.55 |
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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