Vanguard US TTL MKT IDX ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.45% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9626 | 8.35 | |
| 0.1267 | 7.34 | |
| 0.8250 | 41.28 | |
| 0.0041 | 0.75 |
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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