Vanguard Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.89% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 19.69 | |
| 0.1420 | 35.73 | |
| 0.8313 | 208.03 |
Estimation Period:
Jan 30, 2004 to Feb 20, 2026
Jan 30, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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