Vanguard Industrials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.03% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8298 | 8.16 | |
| 0.0971 | 8.32 | |
| 0.8817 | 67.55 | |
| -0.0004 | -0.91 |
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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