Vanguard US Multifactor ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.28% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 15.91 | |
| 0.1644 | 24.79 | |
| 0.7899 | 104.86 |
Estimation Period:
Feb 15, 2018 to Feb 6, 2026
Feb 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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