Vanguard Retirement Incm ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.44% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0334 | -13.37 | |
| 0.0436 | 8.49 | |
| 0.9825 | 217.33 | |
| -0.0923 | -15.46 |
Estimation Period:
Sep 16, 2020 to Feb 6, 2026
Sep 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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