Vanguard Materials ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.00% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 18.91 | |
| 0.0987 | 35.14 | |
| 0.8814 | 275.97 |
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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