Vanguard Utilities ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.10% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8358 | 9.49 | |
| 0.0879 | 7.37 | |
| 0.8877 | 69.46 | |
| 0.0021 | 1.39 |
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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