Vanguard Financials ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.42% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 20.79 | |
| 0.1208 | 35.13 | |
| 0.8632 | 255.02 |
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 GARCH Analyses on ETFs