Vanguard Financials ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.90% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0038 | -1.16 | |
| 0.1143 | 36.31 | |
| 0.8619 | 263.02 | |
| 0.6931 | 29.09 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Financials ETF Analyses
Other AGARCH Analyses on ETFs