Vanguard Dividend Appreciation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.35% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 18.59 | |
| 0.0000 | 0.00 | |
| 0.8655 | 241.89 | |
| 0.2172 | 28.15 |
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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