Vanguard ALL Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.79% (+3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 15.00 | |
| 0.0050 | 0.46 | |
| 0.8365 | 118.08 | |
| 0.2289 | 10.57 |
Estimation Period:
Feb 5, 2019 to Feb 6, 2026
Feb 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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