VanEck Retail ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.50% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 3.63 | |
| 0.0884 | 38.04 | |
| 0.8860 | 330.23 | |
| 0.5693 | 25.42 |
Estimation Period:
May 17, 2001 to Feb 6, 2026
May 17, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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