Vanguard High Dividend Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.23% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 0.56 | |
| 0.1798 | 29.58 | |
| 0.9684 | 500.49 | |
| -0.1500 | -25.70 |
Estimation Period:
Nov 16, 2006 to Feb 13, 2026
Nov 16, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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