Vanguard US DIV Apprec IDX Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.30% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9255 | 9.15 | |
| 0.1127 | 6.35 | |
| 0.8322 | 39.69 | |
| -0.0007 | -0.13 |
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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