Vanguard Dividend Appreciation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.05% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0367 | 7.13 | |
| 0.1331 | 8.81 | |
| 0.8387 | 50.52 | |
| 0.0008 | 1.03 |
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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