Vanguard Industrials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.06% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 14.90 | |
| 0.0000 | 0.00 | |
| 0.9147 | 421.15 | |
| 0.1340 | 26.21 |
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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