Vanguard Balan ETF Portfolio EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.51% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0528 | -14.20 | |
| 0.1821 | 19.84 | |
| 0.9570 | 394.96 | |
| -0.1234 | -15.37 |
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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