Vanguard Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.65% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 20.02 | |
| 0.0147 | 2.26 | |
| 0.8722 | 208.82 | |
| 0.1812 | 22.44 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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