Vanguard Cnsrv ETF Portfolio GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.45% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 16.63 | |
| 0.1212 | 20.67 | |
| 0.8371 | 135.53 |
Estimation Period:
Feb 1, 2018 to Feb 13, 2026
Feb 1, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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