Vanguard Intl Semiconductor AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:81.44% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2210 | 20.21 | |
| 0.0865 | 43.97 | |
| 0.8852 | 288.42 | |
| 0.1436 | 2.40 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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