Vanguard S&P 500 Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.10% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 4.82 | |
| 0.2133 | 19.07 | |
| 0.9579 | 548.32 | |
| -0.1478 | -15.67 |
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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