Vanguard FTSE Europe ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.21% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5179 | 5.97 | |
| 0.1179 | 7.23 | |
| 0.8470 | 53.56 | |
| -0.0708 | -6.05 | |
| 0.0991 | 5.85 | |
| -0.0344 | -4.07 |
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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