Vanguard US TTL MKT IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.53% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 15.81 | |
| 0.0104 | 2.06 | |
| 0.8467 | 168.84 | |
| 0.1857 | 15.87 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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