Vanguard Mega Cap Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.47% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.8200 | 161.25 | |
| 0.2336 | 42.42 | |
| 0.0144 | 3.70 | |
| 0.0812 | 4.58 | |
| 0.9082 | 44.36 |
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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