Vanguard Ftse EMG MKT Allcap Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.66% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0181 | 13.76 | |
| 0.0996 | 5.79 | |
| 0.8370 | 35.10 | |
| 0.0008 | 1.06 |
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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