Vanguard FTSE All-World ex-US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.92% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 17.67 | |
| 0.0281 | 6.81 | |
| 0.8914 | 349.70 | |
| 0.1356 | 17.55 |
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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