Vanguard High-Yield Actv ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.38% (+3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.0391 | -7.53 | |
| 0.0101 | 0.19 | |
| 0.2756 | 1.68 | |
| -0.4072 | -10.03 |
Estimation Period:
Sep 17, 2025 to Feb 6, 2026
Sep 17, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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