Vanguard Ftse DEV Allcp Exus GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.52% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 17.01 | |
| 0.0265 | 5.48 | |
| 0.8520 | 211.41 | |
| 0.1430 | 10.79 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Ftse DEV Allcp Exus Analyses
Other GJR-GARCH Analyses on ETFs