Vanguard Consumer Discretionary ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.04% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0080 | 79,880.00 | |
| 0.0000 | 230.00 | |
| 0.0000 | 100.00 |
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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