Vanguard ALL CP EX NA Cadhdg GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.98% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0504 | 17.05 | |
| 0.0572 | 3.73 | |
| 0.7907 | 102.89 | |
| 0.1914 | 7.68 |
Estimation Period:
Dec 8, 2015 to Feb 6, 2026
Dec 8, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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