Vanguard Cnsrv ETF Portfolio Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.12% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6008 | 5.40 | |
| 0.1339 | 4.89 | |
| 0.8015 | 27.31 | |
| -0.0183 | -1.11 |
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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