Vanguard Communication Services ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.03% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 3.86 | |
| 0.1479 | 33.58 | |
| 0.9751 | 638.99 | |
| -0.0978 | -22.37 |
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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