Vanguard Consumer Staples ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.28% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8403 | 10.20 | |
| 0.1118 | 8.66 | |
| 0.8500 | 51.48 | |
| -0.0004 | -1.07 |
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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