Vanguard Ftse DEV AS PAC ACP GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.11% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 21.20 | |
| 0.0318 | 6.12 | |
| 0.7721 | 109.43 | |
| 0.1617 | 10.06 |
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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