Vanguard Ftse DEV EX NA ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.75% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 12.45 | |
| 0.0882 | 10.84 | |
| 0.8659 | 86.67 |
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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