Vanguard High Dividend Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.17% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2234 | 6.25 | |
| 0.1505 | 9.01 | |
| 0.8218 | 46.33 | |
| 0.0061 | 2.50 |
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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