Vanguard Glbl Momentum Factr Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.79% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0890 | 4.52 | |
| 0.1085 | 5.21 | |
| 0.8204 | 24.52 | |
| 0.1449 | 2.01 | |
| -0.2533 | -2.39 | |
| 0.2668 | 3.14 |
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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