Vanguard Retirement Incm ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.42% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 6.00 | |
| 0.0000 | 0.00 | |
| 0.9216 | 166.47 | |
| 0.1054 | 9.83 |
Estimation Period:
Sep 16, 2020 to Feb 6, 2026
Sep 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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