Vanguard Information Technology ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.89% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 19.31 | |
| 0.1026 | 36.28 | |
| 0.8747 | 272.48 |
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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