Vanguard Mega Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.67% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 2.43 | |
| 0.1825 | 16.75 | |
| 0.9633 | 464.90 | |
| -0.1543 | -16.66 |
Estimation Period:
Dec 27, 2007 to Feb 13, 2026
Dec 27, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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