Vanguard Ftse DEV AS PAC ACP MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.00% (-18.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6111 | 6,111,320.00 | |
| 0.1389 | 1,388,680.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1523 | 12.91 | |
| 0.8331 | 10.60 | |
| 0.0000 | 0.00 |
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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