Vanguard Materials ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.86% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 5.95 | |
| 0.1403 | 29.29 | |
| 0.9794 | 759.20 | |
| -0.0928 | -21.14 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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