Vanguard US DIV APP IDX ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.94% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 17.10 | |
| 0.1410 | 24.70 | |
| 0.8159 | 132.14 |
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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