Vanguard Total Stock Market ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.05% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 18.21 | |
| 0.1180 | 34.86 | |
| 0.8604 | 255.63 |
Estimation Period:
Jun 15, 2001 to Feb 6, 2026
Jun 15, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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