Vaneck Mrngstr WD Moat Value GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.43% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 6.66 | |
| 0.0971 | 5.34 | |
| 0.8315 | 37.21 |
Estimation Period:
Mar 29, 2024 to Feb 6, 2026
Mar 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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