Vanguard Information Technology ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.17% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9707 | 8.60 | |
| 0.1036 | 9.15 | |
| 0.8691 | 67.05 | |
| 0.0030 | 1.72 |
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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