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	param	t-stat
$ω$	0.0343	15.54
$α$	0.0098	3.66
$β$	0.8996	331.21
$γ$	0.1291	18.29

V-Lab

Vanguard Communication Services ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.51% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Communication Services ETF Analyses