Vanguard U.S. Minimum Volatility ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.92% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 11.64 | |
| 0.0508 | 4.09 | |
| 0.8182 | 84.73 | |
| 0.1804 | 7.71 |
Estimation Period:
Feb 15, 2018 to Feb 13, 2026
Feb 15, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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