Vanguard Financials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.70% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0254 | 7.60 | |
| 0.8337 | 210.57 | |
| 0.2007 | 38.25 | |
| 0.0097 | 8.52 | |
| 0.0349 | 7.91 | |
| 0.9603 | 186.26 |
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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