Vanguard Real Estate ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.99% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9463 | 5.85 | |
| 0.1011 | 8.50 | |
| 0.8869 | 71.99 | |
| 0.0037 | 1.87 |
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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