Vanguard Mega Cap ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.82% (+3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 15.95 | |
| 0.1368 | 34.11 | |
| 0.8426 | 206.72 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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