Vanguard Cnsrv ETF Portfolio AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.47% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 10.27 | |
| 0.1067 | 21.71 | |
| 0.8453 | 187.44 | |
| 0.1856 | 14.14 |
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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