Vanguard US TTL MKT IDX ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.05% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 19.20 | |
| 0.1254 | 28.58 | |
| 0.8262 | 160.75 |
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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