Vanguard Ftse CAN ALL CP IDX GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.67% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 15.92 | |
| 0.0000 | 0.00 | |
| 0.8596 | 240.52 | |
| 0.2128 | 17.84 |
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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