Vanguard ALL CP EX NA Cadhdg EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.98% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0059 | -1.13 | |
| 0.1540 | 15.52 | |
| 0.9607 | 220.95 | |
| -0.1412 | -11.59 |
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 EGARCH Analyses on ETFs