VanEck Morningstar International Moat ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.67% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 12.56 | |
| 0.0932 | 20.71 | |
| 0.8898 | 189.88 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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