Vanguard Energy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.37% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0404 | 5.95 | |
| 0.0772 | 6.80 | |
| 0.9147 | 82.50 | |
| 0.0002 | 0.22 |
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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