Vanguard Utilities ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.35% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0166 | 3.68 | |
| 0.8573 | 147.40 | |
| 0.1004 | 19.90 | |
| 0.0949 | 1.38 | |
| 0.3779 | 1.57 | |
| 0.5278 | 1.69 |
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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