Vanguard Utilities ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.64% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 21.97 | |
| 0.0851 | 30.43 | |
| 0.8960 | 295.60 |
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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