VanEck Morningstar Global Wide Moat ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.25% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2548 | 5.24 | |
| 0.1333 | 3.29 | |
| 0.7694 | 14.63 | |
| 3.1280 | 3.23 | |
| -5.3318 | -3.48 | |
| 4.2975 | 4.03 | |
| -3.8984 | -4.47 | |
| 2.7536 | 3.82 | |
| -1.5016 | -2.12 | |
| 3.3575 | 1.59 |
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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