Vanguard Energy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.03% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1616 | 7.13 | |
| 0.0778 | 6.55 | |
| 0.9117 | 80.32 | |
| 0.0043 | 2.00 |
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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