Vanguard ALL Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.11% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7520 | 56.92 | |
| 0.2638 | 23.80 | |
| 0.0231 | 1.90 | |
| 0.0959 | 2.13 | |
| 0.8736 | 14.60 |
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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