Vanguard FTSE Social Index Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.92% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 13.08 | |
| 0.0000 | 0.00 | |
| 0.9020 | 291.25 | |
| 0.1615 | 25.04 |
Estimation Period:
Aug 7, 2000 to Feb 13, 2026
Aug 7, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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