Vanguard US Multifactor ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.02% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 1.62 | |
| 0.1234 | 26.76 | |
| 0.8436 | 162.92 | |
| 0.6498 | 18.82 |
Estimation Period:
Feb 15, 2018 to Feb 6, 2026
Feb 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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