VanEck Morningstar International Moat ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.97% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3698 | 6.64 | |
| 0.0834 | 23.05 | |
| 0.9834 | 431.51 | |
| 6.4742 | 5.53 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
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