Vanguard Mega Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.27% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6230 | 7.40 | |
| 0.1382 | 8.53 | |
| 0.8273 | 44.63 | |
| 0.0250 | 4.36 | |
| -0.0298 | -4.05 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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