VanEck Morningstar International Moat ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.71% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 10.12 | |
| 0.0330 | 7.14 | |
| 0.9045 | 270.01 | |
| 0.0949 | 8.26 |
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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