Vaneck Mrngstr WD Moat Value MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.38% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6276 | 9.22 | |
| 0.3180 | 7.27 | |
| 0.1536 | 0.15 | |
| 0.0440 | 0.15 | |
| 0.8442 | 0.79 |
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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