Vanguard Large-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.29% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5868 | 5.03 | |
| 0.1303 | 8.63 | |
| 0.8354 | 49.91 | |
| -0.0421 | -2.99 | |
| 0.0633 | 2.95 | |
| -0.0304 | -1.50 |
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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