Vanguard U.S. Minimum Volatility ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.98% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7873 | 6.15 | |
| 0.1639 | 4.73 | |
| 0.7896 | 21.61 | |
| -0.0053 | -1.38 |
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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