Vanguard Cnsrv ETF Portfolio Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.27% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6318 | 6.87 | |
| 0.1335 | 4.99 | |
| 0.8053 | 28.01 | |
| -0.0105 | -2.54 |
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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