Vanguard Mega Cap Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.34% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4575 | 7.42 | |
| 0.1284 | 9.09 | |
| 0.8437 | 52.27 | |
| 0.0264 | 4.62 | |
| -0.0336 | -4.57 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Mega Cap Growth ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs