Vanguard S&P 500 ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.87% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0010 | -0.12 | |
| 0.1531 | 13.64 | |
| 0.8038 | 71.57 | |
| 0.6138 | 10.33 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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