Vanguard US DIV APP IDX ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.35% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8206 | 108.70 | |
| 0.2166 | 24.72 | |
| 0.2342 | 1.34 | |
| 0.6843 | 1.45 | |
| 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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