Vanguard FTSE Europe ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.52% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7140 | 6.98 | |
| 0.0957 | 28.91 | |
| 0.9859 | 505.58 | |
| 7.3549 | 6.14 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
Other Vanguard FTSE Europe ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs