Vanguard Financials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.81% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7105 | 6.46 | |
| 0.1215 | 9.12 | |
| 0.8607 | 63.26 | |
| -0.0009 | -1.86 |
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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