Vanguard Mega Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.07% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8201 | 183.80 | |
| 0.2421 | 28.84 | |
| 0.0516 | 1.73 | |
| 0.2009 | 1.72 | |
| 0.7490 | 5.12 |
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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