Vanguard US TTL MKT IDX ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.99% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9125 | 9.56 | |
| 0.1261 | 7.34 | |
| 0.8261 | 41.46 | |
| -0.0001 | -0.04 |
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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