Vanguard Total Stock Market ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.96% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3895 | 6.42 | |
| 0.1177 | 8.86 | |
| 0.8477 | 56.13 | |
| 0.0524 | 3.62 | |
| -0.0867 | -4.16 | |
| 0.0687 | 3.75 | |
| -0.0650 | -2.31 |
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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