Vanguard Mega Cap Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.00% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 18.86 | |
| 0.0156 | 2.44 | |
| 0.8743 | 231.06 | |
| 0.1831 | 22.01 |
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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