Vanguard Information Technology ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.99% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 18.32 | |
| 0.0299 | 3.68 | |
| 0.8801 | 164.69 | |
| 0.1256 | 12.31 |
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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