Vanguard Intl Semiconductor GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.02% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1499 | 12.22 | |
| 0.0631 | 18.18 | |
| 0.9121 | 229.68 | |
| 0.0121 | 1.50 |
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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