Vanguard Cnsrv ETF Portfolio EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.58% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0654 | -16.70 | |
| 0.1805 | 18.80 | |
| 0.9624 | 400.66 | |
| -0.0955 | -12.84 |
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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