Vanguard FTSE Europe ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.25% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 14.88 | |
| 0.0314 | 7.20 | |
| 0.8890 | 314.25 | |
| 0.1280 | 18.53 |
Estimation Period:
Mar 10, 2005 to Feb 13, 2026
Mar 10, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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