Vanguard FTSE Europe ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.01% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 19.24 | |
| 0.1114 | 30.38 | |
| 0.8754 | 259.83 |
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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