Vanguard FTSE Developed Markets ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.47% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 18.60 | |
| 0.1183 | 32.17 | |
| 0.8726 | 267.34 |
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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