Vanguard Information Technology ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.57% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 8.82 | |
| 0.1757 | 14.44 | |
| 0.9670 | 645.09 | |
| -0.0914 | -8.62 |
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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