Vanguard Utilities ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.48% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 16.42 | |
| 0.0779 | 29.27 | |
| 0.8987 | 295.81 | |
| 0.2963 | 14.72 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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