Vanguard Energy ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.04% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 6.36 | |
| 0.0715 | 28.68 | |
| 0.9159 | 359.18 | |
| 0.5956 | 23.58 |
Estimation Period:
Sep 29, 2004 to Feb 6, 2026
Sep 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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