VanEck Pharmaceutical ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.83% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0115 | 5.23 | |
| 0.8609 | 233.06 | |
| 0.1277 | 35.84 | |
| 0.0202 | 4.23 | |
| 0.0554 | 5.07 | |
| 0.9242 | 60.93 |
Estimation Period:
Feb 1, 2000 to Feb 13, 2026
Feb 1, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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