Vanguard Ftse CAN ALL CP IDX Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.88% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9031 | 7.64 | |
| 0.1553 | 7.30 | |
| 0.7979 | 39.26 | |
| 0.0094 | 1.67 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Ftse CAN ALL CP IDX Analyses
Other Spline-GARCH Analyses on ETFs