Vanguard Energy ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.16% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 6.49 | |
| 0.1429 | 30.27 | |
| 0.9858 | 990.76 | |
| -0.0665 | -16.54 |
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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