Vanguard Ftse DEV AS PAC ACP Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.60% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0975 | 9.94 | |
| 0.1231 | 5.69 | |
| 0.7668 | 24.91 | |
| 0.0130 | 2.46 |
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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