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	param	t-stat
$ω$	0.0094	2.94
$α$	0.0990	34.55
$β$	0.8823	297.16
$γ$	0.5100	13.74

V-Lab

Vanguard Consumer Discretionary ETF AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.64% (-1.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Consumer Discretionary ETF Analyses