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VanEck Morningstar Global Wide Moat ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.25% (+1.76%)
Analysis last updated: Friday, February 6, 2026 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of VanEck Morningstar Global Wide Moat ETF SGARCH
paramt-stat
ω1.25485.24
α0.13333.29
β0.769414.63
γ13.12803.23
γ2-5.3318-3.48
γ34.29754.03
γ4-3.8984-4.47
γ52.75363.82
γ6-1.5016-2.12
γ73.35751.59
Estimation Period:
Oct 31, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts