Vanguard Dividend Appreciation ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.99% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0018 | -0.58 | |
| 0.1786 | 24.64 | |
| 0.9632 | 579.92 | |
| -0.1585 | -32.60 |
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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