VanEck Morningstar ESG Moat ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7204 | 5.79 | |
| 0.0819 | 1.55 | |
| 0.7909 | 8.21 | |
| -1.7446 | -4.51 | |
| 2.6332 | 4.46 | |
| -0.9999 | -2.00 |
Estimation Period:
Oct 7, 2021 to Sep 19, 2025
Oct 7, 2021 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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