Vanguard Ftse DEV AS PAC ACP EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.62% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0115 | -3.56 | |
| 0.1801 | 23.13 | |
| 0.9337 | 280.64 | |
| -0.1054 | -14.55 |
Estimation Period:
Jul 8, 2014 to Feb 6, 2026
Jul 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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