Vanguard US DIV Apprec IDX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.40% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9457 | 11.15 | |
| 0.1126 | 6.36 | |
| 0.8328 | 39.91 | |
| 0.0009 | 0.76 |
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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