Vanguard Consumer Discretionary ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.87% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5602 | 4.83 | |
| 0.1070 | 9.54 | |
| 0.8720 | 70.64 | |
| -0.0409 | -2.92 | |
| 0.0628 | 3.21 | |
| -0.0314 | -3.44 |
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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