Vanguard Ftse DEV Euro Allcp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.19% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0044 | -1.15 | |
| 0.1902 | 21.13 | |
| 0.9518 | 299.89 | |
| -0.1071 | -12.68 |
Estimation Period:
Jul 8, 2014 to Feb 20, 2026
Jul 8, 2014 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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