Vanguard S&P 500 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.40% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 17.13 | |
| 0.0262 | 2.85 | |
| 0.8510 | 147.64 | |
| 0.2040 | 19.47 |
Estimation Period:
Sep 9, 2010 to Feb 13, 2026
Sep 9, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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