Vanguard DEV ALL CAP EX NA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.65% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0098 | -3.32 | |
| 0.1588 | 18.73 | |
| 0.9626 | 373.81 | |
| -0.1008 | -13.30 |
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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