Vanguard Glbl Momentum Factr EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.73% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 1.81 | |
| 0.1157 | 15.10 | |
| 0.9518 | 248.25 | |
| -0.1442 | -23.10 |
Estimation Period:
Jun 22, 2016 to Feb 6, 2026
Jun 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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