Vanguard ALL Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.46% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8120 | 6.41 | |
| 0.1380 | 5.52 | |
| 0.8157 | 33.23 | |
| -0.0023 | -0.41 |
Estimation Period:
Feb 5, 2019 to Feb 6, 2026
Feb 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard ALL Equity ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs