Vanguard Ftse EMG MKT Allcap GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.85% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 19.11 | |
| 0.0987 | 24.43 | |
| 0.8415 | 148.34 |
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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