Vanguard Utilities ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.74% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 2.88 | |
| 0.1591 | 30.10 | |
| 0.9758 | 879.86 | |
| -0.0619 | -12.47 |
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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