Vanguard Communication Services ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.05% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 4.30 | |
| 0.0879 | 32.92 | |
| 0.8796 | 287.26 | |
| 0.6367 | 22.50 |
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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