Vanguard FTSE All-World ex-US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.95% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1823 | 6.99 | |
| 0.1225 | 7.69 | |
| 0.8471 | 52.33 | |
| -0.0344 | -2.73 | |
| 0.0672 | 3.54 | |
| -0.0434 | -4.35 |
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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