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	param	t-stat
$ω$	0.8895	9.55
$α$	0.1126	8.53
$β$	0.8484	50.68
$γ_{1}$	0.0012	0.93

V-Lab

Vanguard Consumer Staples ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.65% (+0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Consumer Staples ETF Analyses