Vanguard US DIV Apprec IDX GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.87% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.18 | |
| 0.0251 | 5.22 | |
| 0.8468 | 172.85 | |
| 0.1502 | 11.81 |
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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