VanEck Morningstar International Moat ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.68% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7343 | 4.68 | |
| 0.0951 | 5.34 | |
| 0.8843 | 46.52 | |
| -0.0070 | -2.07 |
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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