Vanguard Total World Stock ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.76% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0451 | 8.09 | |
| 0.1393 | 7.98 | |
| 0.8250 | 44.49 | |
| 0.0304 | 5.70 | |
| -0.0345 | -4.99 |
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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