Vanguard Ftse DEV Allcp Exus MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.81% (-14.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6553 | 6,553,470.00 | |
| 0.0947 | 946,530.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1941 | 7,190.00 | |
| 0.7953 | 7,952,740.00 | |
| 0.0000 | 1.67 |
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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