VanEck Preferred Securities ex Financials ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.59% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0277 | -12.94 | |
| 0.1870 | 31.89 | |
| 0.9727 | 569.80 | |
| -0.1210 | -25.19 |
Estimation Period:
Jul 19, 2012 to Feb 13, 2026
Jul 19, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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