Vanguard FTSE All-World ex-US ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.92% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.32 | |
| 0.1048 | 33.84 | |
| 0.8776 | 329.94 | |
| 0.5639 | 22.41 |
Estimation Period:
Mar 8, 2007 to Feb 6, 2026
Mar 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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