Vanguard Total World Stock ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.15% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 2.98 | |
| 0.1859 | 28.05 | |
| 0.9732 | 620.24 | |
| -0.1406 | -23.76 |
Estimation Period:
Jun 26, 2008 to Feb 20, 2026
Jun 26, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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