Vanguard Multi-Se Inc BD ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.84% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -5.0000 | -18.51 | |
| 0.1222 | 3.75 | |
| -0.4920 | -5.93 | |
| -0.1984 | -6.06 |
Estimation Period:
Jun 11, 2025 to Feb 6, 2026
Jun 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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