Vanguard S&P 500 ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.49% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 0.14 | |
| 0.2132 | 14.27 | |
| 0.9444 | 321.43 | |
| -0.1830 | -19.08 |
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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