Vanguard US DIV Apprec IDX MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.69% (-15.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0927 | 11.79 | |
| 0.9727 | 41.39 | |
| 0.0000 | 0.00 |
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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