Vanguard FTSE Social Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.27% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8475 | 260.36 | |
| 0.1938 | 37.93 | |
| 0.0293 | 5.90 | |
| 0.1651 | 10.48 | |
| 0.8102 | 42.67 |
Estimation Period:
Aug 7, 2000 to Feb 6, 2026
Aug 7, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard FTSE Social Index Fund Analyses
Other MF2-GARCH Analyses on Open-end Funds