VanEck Green Infrastructure ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1132 | 4.06 | |
| 0.1456 | 6.77 | |
| 0.8508 | 29.87 | |
| -0.0935 | -4.54 |
Estimation Period:
Oct 20, 2022 to Jun 20, 2025
Oct 20, 2022 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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