Vanguard Extended Market ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.02% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0011 | -0.33 | |
| 0.0912 | 39.71 | |
| 0.8798 | 363.56 | |
| 0.7522 | 30.49 |
Estimation Period:
Jan 4, 2002 to Feb 6, 2026
Jan 4, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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