VanEck Pharmaceutical ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.95% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 3.11 | |
| 0.1354 | 36.10 | |
| 0.9780 | 952.31 | |
| -0.0877 | -27.16 |
Estimation Period:
Feb 1, 2000 to Feb 13, 2026
Feb 1, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other VanEck Pharmaceutical ETF Analyses
Other EGARCH Analyses on ETFs