Vanguard Real Estate ETF Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.23% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 17.19 | |
| 0.0995 | 33.52 | |
| 0.8897 | 292.09 |
Estimation Period:
Sep 29, 2004 to Feb 6, 2026
Sep 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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