Vanguard Materials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.87% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0116 | 9.24 | |
| 0.0990 | 9.00 | |
| 0.8806 | 70.89 | |
| 0.0004 | 1.08 |
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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