Vanguard Intl Semiconductor EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.95% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 16.70 | |
| 0.1512 | 26.81 | |
| 0.9686 | 464.13 | |
| -0.0066 | -1.84 |
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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