Vanguard DV Allcp Ex(Cad-Hg) GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.66% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0487 | 20.98 | |
| 0.1519 | 27.54 | |
| 0.7917 | 127.61 |
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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