Vanguard Information Technology ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.10% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8914 | 8.00 | |
| 0.1031 | 9.35 | |
| 0.8746 | 71.38 | |
| -0.0005 | -0.93 |
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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