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	param	t-stat
$ω$	0.0192	16.31
$α$	0.0293	6.83
$β$	0.8938	345.09
$γ$	0.1327	17.11

V-Lab

Vanguard FTSE Developed Markets ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.65% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard FTSE Developed Markets ETF Analyses