Vanguard FTSE Developed Markets ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.82% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 4.27 | |
| 0.1708 | 26.66 | |
| 0.9814 | 804.40 | |
| -0.1089 | -21.60 |
Estimation Period:
Jul 26, 2007 to Feb 6, 2026
Jul 26, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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