Vanguard Materials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.72% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0104 | 1.75 | |
| 0.8257 | 132.39 | |
| 0.1626 | 25.97 | |
| 0.0201 | 4.88 | |
| 0.0586 | 4.95 | |
| 0.9299 | 66.20 |
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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