Vanguard Ftse DEV Allcp Exus AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.48% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 4.68 | |
| 0.0945 | 24.27 | |
| 0.8527 | 216.58 | |
| 0.5562 | 20.27 |
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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