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	param	t-stat
$ω$	0.0268	17.19
$α$	0.0321	9.36
$β$	0.8905	330.05
$γ$	0.1230	18.04

V-Lab

Vanguard Consumer Discretionary ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.53% (-0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Consumer Discretionary ETF Analyses