Vanguard Utilities ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.96% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7598 | 9.09 | |
| 0.0871 | 7.50 | |
| 0.8908 | 71.06 | |
| -0.0009 | -1.90 |
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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