Vanguard S&P 500 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.47% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1636 | 7.22 | |
| 0.1601 | 7.86 | |
| 0.7934 | 32.88 | |
| 0.0215 | 2.71 | |
| -0.0279 | -2.74 |
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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