Vanguard Total Stock Market ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.57% (+3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 15.54 | |
| 0.0000 | 0.00 | |
| 0.8829 | 312.88 | |
| 0.1886 | 24.09 |
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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