Vanguard US Total MKT IDX Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.52% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9356 | 7.60 | |
| 0.1499 | 8.31 | |
| 0.8070 | 37.72 | |
| 0.0047 | 1.07 |
Estimation Period:
Dec 6, 2011 to Feb 13, 2026
Dec 6, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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