Vanguard Glbl Momentum Factr GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.70% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 14.29 | |
| 0.1085 | 20.32 | |
| 0.8313 | 105.57 |
Estimation Period:
Jun 22, 2016 to Feb 6, 2026
Jun 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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