Vanguard Ftse CAN ALL CP IDX EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.75% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0175 | -5.44 | |
| 0.1624 | 26.37 | |
| 0.9623 | 389.58 | |
| -0.1540 | -25.66 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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