Vanguard Large-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.32% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 0.10 | |
| 0.1307 | 13.44 | |
| 0.8344 | 83.23 | |
| 0.5947 | 7.94 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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