Vanguard US Quality Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.22% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8181 | 4.98 | |
| 0.1242 | 6.06 | |
| 0.8431 | 34.31 | |
| -0.0135 | -0.68 |
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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