Vanguard Large-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.39% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 1.87 | |
| 0.1710 | 16.41 | |
| 0.9652 | 531.20 | |
| -0.1426 | -17.20 |
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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