Vanguard US TTL MKT IDX ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.16% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 5.32 | |
| 0.1137 | 25.76 | |
| 0.8258 | 147.84 | |
| 0.5582 | 15.74 |
Estimation Period:
Aug 12, 2013 to Feb 13, 2026
Aug 12, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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