Vanguard Ftse DEV EX NA ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.84% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 0.63 | |
| 0.1108 | 11.06 | |
| 0.9752 | 278.79 | |
| -0.1035 | -10.13 |
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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