Vanguard Consrvtive Incm ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.12% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0565 | -12.71 | |
| 0.1896 | 11.65 | |
| 0.9706 | 451.63 | |
| -0.0532 | -6.65 |
Estimation Period:
Feb 5, 2019 to Feb 6, 2026
Feb 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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