Vanguard Communication Services ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.55% (-14.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.0510 | 10,509,660.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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