Vanguard Ftse DEV Euro Allcp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.39% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0350 | 5.70 | |
| 0.8067 | 85.44 | |
| 0.1529 | 16.09 | |
| 0.4222 | 0.25 | |
| 0.4822 | 0.25 | |
| 0.0000 | 0.00 |
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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