Vanguard FTSE All-World ex-US ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.61% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 19.03 | |
| 0.1167 | 32.86 | |
| 0.8722 | 270.54 |
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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