VanEck Semiconductor ETF Fund EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
63.05%
increased by 2.22%
1 Week
62.11%
increased by 1.28%
1 Month
58.85%
decreased by 1.98%
Analysis last updated: Tuesday, July 7, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 11.65 | |
| 0.1313 | 35.75 | |
| 0.9869 | 1,515.97 | |
| -0.0586 | -16.63 |
Estimation Period:
Jun 5, 2000 to Jul 2, 2026
Jun 5, 2000 to Jul 2, 2026
Other VanEck Semiconductor ETF Fund Analyses
Other EGARCH Analyses on ETFs