VanEck Morningstar International Moat ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.32% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 1.91 | |
| 0.1370 | 20.41 | |
| 0.9831 | 497.79 | |
| -0.0862 | -13.00 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Morningstar International Moat ETF Analyses
Other EGARCH Analyses on ETFs