Vanguard ALL CP EX NA Cadhdg AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.34% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0049 | -1.10 | |
| 0.1296 | 22.56 | |
| 0.8091 | 147.00 | |
| 0.6954 | 17.63 |
Estimation Period:
Dec 8, 2015 to Feb 6, 2026
Dec 8, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard ALL CP EX NA Cadhdg Analyses
Other AGARCH Analyses on ETFs