Vanguard FTSE Europe ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.70% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 5.99 | |
| 0.1758 | 23.89 | |
| 0.9786 | 749.89 | |
| -0.0959 | -20.96 |
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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