Vanguard Health Care ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.77% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 21.47 | |
| 0.0221 | 4.29 | |
| 0.8604 | 206.74 | |
| 0.1571 | 17.59 |
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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