Vanguard Health Care ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.06% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 2.99 | |
| 0.0951 | 32.18 | |
| 0.8603 | 249.15 | |
| 0.6507 | 29.71 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Health Care ETF Analyses
Other AGARCH Analyses on ETFs