Vanguard Total World Stock ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.17% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 19.43 | |
| 0.0269 | 4.48 | |
| 0.8601 | 243.78 | |
| 0.1919 | 19.10 |
Estimation Period:
Jun 26, 2008 to Feb 6, 2026
Jun 26, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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