Vanguard FTSE Social Index Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.06% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1744 | 7.27 | |
| 0.1094 | 10.08 | |
| 0.8729 | 75.31 | |
| 0.0030 | 1.93 |
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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