Vanguard DV Allcp Ex(Cad-Hg) EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.97% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0110 | -2.13 | |
| 0.1532 | 18.42 | |
| 0.9528 | 327.52 | |
| -0.1695 | -26.67 |
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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