Vanguard Total Inf-Pr SE ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.31% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.9724 | -7.24 | |
| -0.2569 | -4.28 | |
| 0.0617 | 0.49 | |
| -0.1403 | -2.62 |
Estimation Period:
Jul 9, 2025 to Feb 6, 2026
Jul 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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