Vanguard Consumer Staples ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.70% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6436 | 6,435,640.00 | |
| 0.1064 | 1,064,360.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1879 | 10.18 | |
| 0.7739 | 12.73 | |
| 0.0000 | 0.00 |
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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