Vanguard Ftse EMG MKT Allcap GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.54% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 16.87 | |
| 0.0249 | 6.23 | |
| 0.8594 | 178.19 | |
| 0.1141 | 10.96 |
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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