Vanguard Ftse EMG MKT Allcap Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.86% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9865 | 11.59 | |
| 0.0993 | 5.73 | |
| 0.8358 | 34.27 | |
| -0.0009 | -0.26 |
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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