Vanguard Real Estate ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.83% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 17.45 | |
| 0.0447 | 13.76 | |
| 0.8992 | 339.32 | |
| 0.0865 | 12.44 |
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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