Vanguard Total Stock Market ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.44% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0043 | -0.49 | |
| 0.1187 | 15.09 | |
| 0.8465 | 100.44 | |
| 0.6549 | 8.95 |
Estimation Period:
Jun 15, 2001 to Feb 6, 2026
Jun 15, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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