Vaneck Mrngstr WD Moat Value Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.45% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7687 | 3.98 | |
| 0.1141 | 1.47 | |
| 0.5641 | 1.93 | |
| -0.8063 | -0.16 | |
| 5.7269 | 0.74 | |
| -13.4318 | -2.37 | |
| 18.0069 | 2.39 |
Estimation Period:
Mar 29, 2024 to Feb 6, 2026
Mar 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vaneck Mrngstr WD Moat Value Analyses
Other Spline-GARCH Analyses on ETFs