Vanguard Health Care ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.95% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 0.39 | |
| 0.1743 | 23.38 | |
| 0.9582 | 525.34 | |
| -0.1202 | -21.88 |
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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