VanEck Pharmaceutical ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.32% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6493 | 9.46 | |
| 0.1044 | 9.30 | |
| 0.8510 | 64.04 | |
| 0.0103 | 5.37 | |
| -0.0120 | -5.04 |
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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