Vanguard Consumer Discretionary ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.50% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 18.60 | |
| 0.1046 | 40.21 | |
| 0.8827 | 330.47 |
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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