Vanguard Consumer Staples ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.47% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0119 | -5.75 | |
| 0.1683 | 36.50 | |
| 0.9646 | 527.41 | |
| -0.1237 | -29.82 |
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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