Vanguard High Dividend Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.29% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 18.13 | |
| 0.0157 | 4.96 | |
| 0.8601 | 268.12 | |
| 0.2058 | 26.11 |
Estimation Period:
Nov 16, 2006 to Feb 13, 2026
Nov 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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