Vanguard Financials ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.88% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 7.13 | |
| 0.1813 | 35.40 | |
| 0.9792 | 929.87 | |
| -0.1165 | -29.85 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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