Vanguard Dividend Appreciation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.43% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1043 | 6.85 | |
| 0.1344 | 8.73 | |
| 0.8365 | 49.42 | |
| 0.0033 | 1.47 |
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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