Vanguard Industrials ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.81% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 18.45 | |
| 0.0967 | 31.53 | |
| 0.8819 | 261.23 |
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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