Vanguard S&P 500 Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.21% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8718 | 10.48 | |
| 0.1235 | 7.39 | |
| 0.8231 | 40.13 | |
| -0.0004 | -0.32 |
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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