Vanguard Extended Market ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.89% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2193 | 6.84 | |
| 0.1043 | 8.88 | |
| 0.8631 | 64.87 | |
| 0.0999 | 4.63 | |
| -0.1638 | -4.93 | |
| 0.0929 | 3.46 | |
| -0.0160 | -0.68 | |
| -0.0283 | -1.74 |
Estimation Period:
Jan 4, 2002 to Feb 6, 2026
Jan 4, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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