Vanguard Balan ETF Portfolio GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.83% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 16.66 | |
| 0.1324 | 22.60 | |
| 0.8291 | 142.02 |
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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