Vanguard DEV ALL CAP EX NA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.52% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 6.54 | |
| 0.0977 | 18.19 | |
| 0.8411 | 167.88 | |
| 0.5263 | 14.02 |
Estimation Period:
Dec 8, 2015 to Feb 6, 2026
Dec 8, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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