Vanguard Ftse DEV Allcp Exus EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.31% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0150 | -4.71 | |
| 0.1675 | 22.77 | |
| 0.9554 | 367.45 | |
| -0.1137 | -17.87 |
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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