Vanguard Industrials ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.09% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0090 | -2.91 | |
| 0.0799 | 34.58 | |
| 0.8926 | 319.35 | |
| 0.8092 | 28.57 |
Estimation Period:
Sep 29, 2004 to Feb 6, 2026
Sep 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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