VanEck Morningstar Global Wide Moat ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.50% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2106 | 5.46 | |
| 0.1225 | 3.92 | |
| 0.7595 | 13.77 | |
| 3.0572 | 3.38 | |
| -5.2138 | -3.66 | |
| 4.1447 | 4.24 | |
| -3.5197 | -4.28 | |
| 1.8380 | 2.23 | |
| 0.6795 | 0.56 | |
| -1.7245 | -1.36 |
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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