Vanguard Total Stock Market ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.60% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3868 | 6.19 | |
| 0.1184 | 9.00 | |
| 0.8489 | 57.75 | |
| 0.0491 | 3.28 | |
| -0.0795 | -3.75 | |
| 0.0566 | 3.51 | |
| -0.0368 | -3.05 |
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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