Vanguard Communication Services ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.16% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8378 | 5.37 | |
| 0.0967 | 8.49 | |
| 0.8801 | 69.36 | |
| -0.0006 | -0.86 |
Estimation Period:
Sep 29, 2004 to Feb 13, 2026
Sep 29, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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