Vanguard Energy ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.06% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 17.62 | |
| 0.0774 | 27.69 | |
| 0.9147 | 338.90 |
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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