Vanguard US DIV Apprec IDX EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.68% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0147 | -5.10 | |
| 0.1755 | 24.47 | |
| 0.9516 | 355.48 | |
| -0.1125 | -17.37 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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