Vanguard Communication Services ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.85% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 20.39 | |
| 0.0956 | 33.72 | |
| 0.8811 | 286.62 |
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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