Vanguard Large-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.42% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5924 | 5.09 | |
| 0.1304 | 8.65 | |
| 0.8356 | 50.10 | |
| -0.0411 | -3.08 | |
| 0.0612 | 3.20 | |
| -0.0268 | -3.02 |
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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