Vanguard S&P 500 Index ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.37% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 3.68 | |
| 0.1055 | 26.91 | |
| 0.8330 | 153.94 | |
| 0.6345 | 21.86 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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