Vanguard ALL Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.91% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0148 | -2.93 | |
| 0.1771 | 13.54 | |
| 0.9486 | 281.07 | |
| -0.1675 | -19.82 |
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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