VanEck Preferred Securities ex Financials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.40% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7968 | 7,968,400.00 | |
| 0.0000 | 400.00 | |
| 0.4062 | 4,062,400.00 | |
| 0.0003 | 3,240.00 | |
| 0.0000 | 100.00 | |
| 0.9999 | 9,998,870.00 |
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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