Vanguard Energy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.28% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 14.37 | |
| 0.0286 | 12.05 | |
| 0.9240 | 418.85 | |
| 0.0741 | 12.30 |
Estimation Period:
Sep 29, 2004 to Feb 13, 2026
Sep 29, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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