Vanguard Consumer Staples ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.80% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 19.22 | |
| 0.1112 | 35.21 | |
| 0.8522 | 210.83 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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