Vanguard Balan ETF Portfolio AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.26% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 3.45 | |
| 0.1068 | 20.35 | |
| 0.8476 | 172.22 | |
| 0.3256 | 17.40 |
Estimation Period:
Feb 1, 2018 to Feb 6, 2026
Feb 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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