Vanguard Ftse EMG MKT Allcap EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.21% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 0.77 | |
| 0.1560 | 22.59 | |
| 0.9526 | 321.28 | |
| -0.0804 | -12.83 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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