VanEck Morningstar Global Wide Moat ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.84% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1134 | 3.76 | |
| 0.0999 | 9.75 | |
| 0.9677 | 112.40 | |
| 6.0914 | 2.49 |
Estimation Period:
Oct 31, 2018 to Feb 13, 2026
Oct 31, 2018 to Feb 13, 2026
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