Vanguard Glbl Momentum Factr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.35% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8820 | 7.48 | |
| 0.1102 | 5.36 | |
| 0.8281 | 26.94 | |
| -0.0020 | -0.76 |
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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