Vanguard S&P 500 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.50% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 17.91 | |
| 0.0182 | 1.84 | |
| 0.8193 | 114.29 | |
| 0.2593 | 16.83 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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