Vanguard FTSE All-World ex-US ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.08% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7741 | 6.65 | |
| 0.0971 | 33.50 | |
| 0.9888 | 605.51 | |
| 7.5934 | 6.53 |
Estimation Period:
Mar 8, 2007 to Feb 13, 2026
Mar 8, 2007 to Feb 13, 2026
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