Vanguard US TTL MKT IDX ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.57% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0057 | -1.77 | |
| 0.1808 | 22.35 | |
| 0.9461 | 312.05 | |
| -0.1354 | -18.47 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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