Vanguard Glbl MIN Volatility GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.43% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 11.07 | |
| 0.0365 | 3.77 | |
| 0.7247 | 54.62 | |
| 0.2803 | 7.59 |
Estimation Period:
Jun 22, 2016 to Feb 6, 2026
Jun 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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