VanEck Retail ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.93% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1902 | 10.01 | |
| 0.0936 | 9.79 | |
| 0.8861 | 84.09 | |
| 0.0010 | 3.02 |
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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