Vanguard Ftse DEV AS PAC ACP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.82% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1811 | 9.16 | |
| 0.1237 | 5.64 | |
| 0.7640 | 24.38 | |
| 0.0298 | 2.84 | |
| -0.0369 | -2.80 |
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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