Vanguard Energy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.26% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8224 | 124.17 | |
| 0.1322 | 26.10 | |
| 0.0608 | 2.32 | |
| 0.1686 | 2.93 | |
| 0.8109 | 12.27 |
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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