Vanguard Balan ETF Portfolio GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.77% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 14.77 | |
| 0.0305 | 4.04 | |
| 0.8495 | 180.02 | |
| 0.1573 | 8.95 |
Estimation Period:
Feb 1, 2018 to Feb 6, 2026
Feb 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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