Vanguard Ftse DEV EX NA ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.32% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8587 | 8.12 | |
| 0.0984 | 13.72 | |
| 0.9289 | 102.74 | |
| 4.2330 | 5.79 |
Estimation Period:
Aug 28, 2018 to Feb 6, 2026
Aug 28, 2018 to Feb 6, 2026
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