VanEck Uranium and Nuclear ETF GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
43.99%
decreased by 1.51%
1 Week
44.03%
decreased by 1.47%
1 Month
44.21%
decreased by 1.29%
Analysis last updated: Friday, May 22, 2026 at 10:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 9.40 | |
| 0.0485 | 14.76 | |
| 0.9308 | 400.87 | |
| 0.0414 | 5.82 |
Estimation Period:
Aug 15, 2007 to May 22, 2026
Aug 15, 2007 to May 22, 2026
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