Vanguard Ftse DEV Euro Allcp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.28% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 16.49 | |
| 0.0397 | 5.56 | |
| 0.8266 | 145.25 | |
| 0.1495 | 8.55 |
Estimation Period:
Jul 8, 2014 to Feb 6, 2026
Jul 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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