Vanguard US Total MKT IDX EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.93% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0016 | -0.37 | |
| 0.1911 | 12.33 | |
| 0.9521 | 328.97 | |
| -0.1494 | -13.24 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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