Vanguard Ftse DEV AS PAC ACP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.41% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7918 | 12.49 | |
| 0.0961 | 16.95 | |
| 0.9377 | 171.51 | |
| 5.8248 | 4.49 |
Estimation Period:
Jul 8, 2014 to Feb 6, 2026
Jul 8, 2014 to Feb 6, 2026
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