VanEck Retail ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.98% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 3.89 | |
| 0.1640 | 36.17 | |
| 0.9756 | 819.86 | |
| -0.0941 | -22.88 |
Estimation Period:
May 17, 2001 to Feb 13, 2026
May 17, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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