VanEck Retail ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.35% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2674 | 9.54 | |
| 0.0936 | 9.70 | |
| 0.8850 | 82.55 | |
| 0.0023 | 2.02 |
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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