Vanguard S&P 500 Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.18% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 15.82 | |
| 0.0000 | 0.00 | |
| 0.8483 | 184.86 | |
| 0.2052 | 16.57 |
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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