Vanguard US DIV Apprec IDX GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.53% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 19.41 | |
| 0.1114 | 25.71 | |
| 0.8340 | 162.01 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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