VanEck Semiconductor ETF Fund GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
63.68%
increased by 0.76%
1 Week
63.35%
increased by 0.43%
1 Month
62.07%
decreased by 0.85%
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 | |
|---|---|---|
| 0.0367 | 14.63 | |
| 0.0290 | 12.34 | |
| 0.9283 | 516.89 | |
| 0.0702 | 14.68 |
Estimation Period:
Jun 5, 2000 to Jul 2, 2026
Jun 5, 2000 to Jul 2, 2026
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