Vanguard Total Stock Market ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.77% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8372 | 216.84 | |
| 0.2164 | 43.62 | |
| 0.0302 | 5.34 | |
| 0.1327 | 5.32 | |
| 0.8384 | 28.23 |
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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