VanEck Pharmaceutical ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.33% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7149 | 9.41 | |
| 0.1058 | 9.27 | |
| 0.8483 | 63.26 | |
| 0.0123 | 4.74 | |
| -0.0168 | -3.33 |
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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