VanEck Retail ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.83% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 18.85 | |
| 0.0255 | 9.33 | |
| 0.8943 | 346.49 | |
| 0.1226 | 18.61 |
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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