Vanguard Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.42% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5763 | 5.49 | |
| 0.1245 | 9.48 | |
| 0.8468 | 57.66 | |
| -0.0365 | -2.93 | |
| 0.0565 | 3.17 | |
| -0.0289 | -3.41 |
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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