Vanguard Large-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.67% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 17.98 | |
| 0.1250 | 30.94 | |
| 0.8498 | 212.55 |
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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