Vaneck Mrngstr WD Moat Value GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.38% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 3.63 | |
| 0.0000 | 0.00 | |
| 0.8936 | 59.23 | |
| 0.1246 | 3.69 |
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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