Vanguard Extended Market ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.50% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 3.84 | |
| 0.1436 | 36.98 | |
| 0.9765 | 737.00 | |
| -0.1090 | -30.91 |
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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