Vanguard Dividend Appreciation ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.16% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 17.18 | |
| 0.1320 | 34.41 | |
| 0.8409 | 207.06 |
Estimation Period:
May 2, 2006 to Feb 6, 2026
May 2, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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