Vanguard U.S. Minimum Volatility ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.14% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6702 | 5.44 | |
| 0.1710 | 4.69 | |
| 0.7775 | 20.21 | |
| -0.0328 | -1.92 |
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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