Vanguard Ftse DEV EX NA ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.27% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 1.47 | |
| 0.0790 | 14.24 | |
| 0.8763 | 126.64 | |
| 0.6647 | 14.92 |
Estimation Period:
Aug 28, 2018 to Feb 6, 2026
Aug 28, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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