Vanguard ALL Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.50% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8166 | 5.79 | |
| 0.1379 | 5.52 | |
| 0.8159 | 33.30 | |
| -0.0008 | -0.03 |
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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