Vanguard Intl Semiconductor MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.00% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1120 | 20.49 | |
| 0.6718 | 37.71 | |
| 0.0217 | 2.95 | |
| 0.0477 | 1.74 | |
| 0.0277 | 2.87 | |
| 0.9657 | 77.02 |
Estimation Period:
Jul 28, 2000 to Jan 30, 2026
Jul 28, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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