Vanguard Ftse DEV Allcp Exus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.93% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9400 | 9.54 | |
| 0.1152 | 6.16 | |
| 0.8330 | 38.61 | |
| 0.0001 | 0.11 |
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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