Vanguard Mega Cap Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.44% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2338 | 6.96 | |
| 0.1303 | 9.23 | |
| 0.8449 | 54.17 | |
| 0.0099 | 3.68 |
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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