VanEck Retail ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.49% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0022 | 0.94 | |
| 0.8610 | 236.67 | |
| 0.1437 | 38.19 | |
| 0.0941 | 3.99 | |
| 0.4028 | 5.32 | |
| 0.5161 | 5.40 |
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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