Vanguard ALL Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.34% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0025 | -0.58 | |
| 0.1260 | 19.71 | |
| 0.8171 | 109.20 | |
| 0.6412 | 18.78 |
Estimation Period:
Feb 5, 2019 to Feb 6, 2026
Feb 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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