Vanguard FTSE Europe ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.48% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 1.41 | |
| 0.1018 | 28.39 | |
| 0.8790 | 287.92 | |
| 0.5947 | 20.80 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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