Vaneck Consum DIS Trusec ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.15% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4241 | 6.71 | |
| 0.0000 | 0.00 | |
| 0.5070 | 9.29 | |
| 0.4977 | 4.52 |
Estimation Period:
Aug 21, 2025 to Feb 6, 2026
Aug 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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