Vanguard US DIV APP IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.40% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 13.29 | |
| 0.0073 | 0.97 | |
| 0.8480 | 140.98 | |
| 0.2072 | 13.79 |
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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