Vanguard Ftse DEV EX NA ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.76% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 8.85 | |
| 0.0237 | 2.80 | |
| 0.8825 | 116.72 | |
| 0.1042 | 5.41 |
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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