VanEck Morningstar International Moat ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.95% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7757 | 4.01 | |
| 0.0950 | 5.33 | |
| 0.8840 | 46.29 | |
| -0.0022 | -0.16 |
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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