Vanguard Ftse DEV Euro Allcp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.42% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0560 | 7.31 | |
| 0.1258 | 5.56 | |
| 0.8132 | 30.84 | |
| 0.0054 | 0.86 |
Estimation Period:
Jul 8, 2014 to Feb 6, 2026
Jul 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Ftse DEV Euro Allcp Analyses
Other Spline-GARCH Analyses on ETFs