Vanguard Industrials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.23% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8456 | 7.70 | |
| 0.0972 | 8.28 | |
| 0.8814 | 67.04 | |
| 0.0003 | 0.19 |
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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