Vanguard US Quality Factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.27% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8686 | 5.94 | |
| 0.1242 | 6.11 | |
| 0.8447 | 35.21 | |
| -0.0028 | -0.58 |
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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