Vanguard Industrials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.25% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8973 | 295.16 | |
| 0.1470 | 37.68 | |
| 0.0079 | 6.68 | |
| 0.0144 | 5.28 | |
| 0.9801 | 279.79 |
Estimation Period:
Sep 29, 2004 to Feb 6, 2026
Sep 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Industrials ETF Analyses
Other MF2-GARCH Analyses on ETFs