VanEck Pharmaceutical ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.57% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 17.99 | |
| 0.0185 | 8.25 | |
| 0.9075 | 344.94 | |
| 0.1025 | 18.30 |
Estimation Period:
Feb 1, 2000 to Feb 6, 2026
Feb 1, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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