Vanguard Industrials ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.78% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 3.34 | |
| 0.1284 | 26.08 | |
| 0.9787 | 677.79 | |
| -0.1153 | -32.91 |
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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