Vanguard FTSE Developed Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.76% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3076 | 7.27 | |
| 0.1258 | 7.02 | |
| 0.8383 | 47.45 | |
| -0.0358 | -2.72 | |
| 0.0832 | 3.94 | |
| -0.0910 | -3.88 |
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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