Vanguard S&P 500 Index ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.14% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 18.75 | |
| 0.1234 | 29.30 | |
| 0.8238 | 158.77 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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