Vanguard DV Allcp Ex(Cad-Hg) AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.96% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0095 | -2.36 | |
| 0.1207 | 24.86 | |
| 0.8177 | 159.56 | |
| 0.7415 | 23.05 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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