Vanguard FTSE All-World ex-US ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.05% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1375 | 7.01 | |
| 0.1235 | 7.44 | |
| 0.8429 | 50.36 | |
| -0.0426 | -3.32 | |
| 0.0875 | 4.18 | |
| -0.0841 | -3.54 |
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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