Vanguard High Dividend Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.49% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6785 | 3.74 | |
| 0.1505 | 8.07 | |
| 0.7989 | 36.85 | |
| -0.3275 | -3.72 | |
| 0.4745 | 3.76 | |
| -0.2130 | -2.92 | |
| 0.1584 | 2.68 | |
| -0.1688 | -2.88 | |
| 0.0973 | 2.15 |
Estimation Period:
Nov 16, 2006 to Feb 6, 2026
Nov 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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