Vanguard Ftse EMG MKT Allcap MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.78% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0112 | 2.58 | |
| 0.8016 | 95.12 | |
| 0.1346 | 20.60 | |
| 0.4145 | 0.82 | |
| 0.5868 | 0.88 | |
| 0.0000 | 0.00 |
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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