Vanguard FTSE All-World ex-US ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.55% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 4.50 | |
| 0.1746 | 28.81 | |
| 0.9809 | 816.05 | |
| -0.1076 | -21.15 |
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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