Vanguard Cnsrv ETF Portfolio MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.58% (-9.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.1384 | 16.61 | |
| 0.8083 | 17.94 | |
| 0.0139 | 0.23 |
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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