Vanguard FTSE Social Index Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.04% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7323 | 7.98 | |
| 0.1088 | 9.50 | |
| 0.8650 | 65.82 | |
| 0.0583 | 4.96 | |
| -0.0876 | -4.45 | |
| 0.0535 | 3.16 | |
| -0.0339 | -2.87 |
Estimation Period:
Aug 7, 2000 to Feb 6, 2026
Aug 7, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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