Vanguard US DIV APP IDX ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.96% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8812 | 6.43 | |
| 0.1410 | 6.04 | |
| 0.8154 | 31.62 | |
| -0.0018 | -0.28 |
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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