VanEck Morningstar Global Wide Moat ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.64% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1274 | 7.20 | |
| 0.0115 | 1.06 | |
| 0.7906 | 83.11 | |
| 0.1895 | 10.05 |
Estimation Period:
Oct 31, 2018 to Feb 6, 2026
Oct 31, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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