Vanguard Information Technology ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.77% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 3.86 | |
| 0.0989 | 29.19 | |
| 0.8651 | 243.83 | |
| 0.7095 | 13.86 |
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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