Vanguard Consumer Discretionary ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.37% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 6.80 | |
| 0.1764 | 33.58 | |
| 0.9776 | 901.05 | |
| -0.0938 | -22.68 |
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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