Vanguard Financials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.89% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7283 | 6.14 | |
| 0.1216 | 9.10 | |
| 0.8606 | 63.06 | |
| -0.0001 | -0.04 |
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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