Vanguard Communication Services ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.76% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8708 | 5.19 | |
| 0.0964 | 8.46 | |
| 0.8795 | 68.83 | |
| 0.0012 | 0.63 |
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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