Vanguard High Dividend Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.93% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0069 | -2.89 | |
| 0.1163 | 35.09 | |
| 0.8549 | 242.80 | |
| 0.5956 | 26.84 |
Estimation Period:
Nov 16, 2006 to Feb 6, 2026
Nov 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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