Vanguard S&P 500 Index ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.03% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0079 | -2.27 | |
| 0.1645 | 24.60 | |
| 0.9473 | 291.20 | |
| -0.1461 | -24.66 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard S&P 500 Index ETF Analyses
Other EGARCH Analyses on ETFs