Vanguard S&P 500 Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.28% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0807 | 6.78 | |
| 0.1413 | 8.44 | |
| 0.8251 | 42.69 | |
| 0.0255 | 3.06 | |
| -0.0351 | -3.29 |
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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