Vanguard FTSE Social Index Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.57% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 2.72 | |
| 0.1490 | 24.69 | |
| 0.9747 | 606.91 | |
| -0.1267 | -23.45 |
Estimation Period:
Aug 7, 2000 to Feb 6, 2026
Aug 7, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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