Vanguard Mega Cap Growth ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.95% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 16.19 | |
| 0.1294 | 38.83 | |
| 0.8561 | 250.77 |
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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