Vanguard Consrvtive Incm ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.67% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 17.14 | |
| 0.0817 | 9.31 | |
| 0.8720 | 167.66 | |
| 0.0428 | 2.98 |
Estimation Period:
Feb 5, 2019 to Feb 13, 2026
Feb 5, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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