Vanguard Health Care ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.17% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8568 | 11.61 | |
| 0.1111 | 8.52 | |
| 0.8536 | 58.71 | |
| -0.0004 | -1.15 |
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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