Vanguard Mega Cap Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.53% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 0.22 | |
| 0.1273 | 26.97 | |
| 0.8520 | 214.50 | |
| 0.5976 | 11.83 |
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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