Vanguard Dividend Appreciation ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.77% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0081 | -2.97 | |
| 0.1115 | 28.82 | |
| 0.8500 | 204.63 | |
| 0.6547 | 24.61 |
Estimation Period:
May 2, 2006 to Feb 6, 2026
May 2, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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