Vanguard Consumer Staples ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.39% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.39 | |
| 0.0897 | 35.44 | |
| 0.8738 | 275.21 | |
| 0.5448 | 30.95 |
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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