Vanguard Ftse DEV EX NA ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.76% (-20.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7491 | 7,491,350.00 | |
| 0.0009 | 8,650.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.7575 | 7,575,370.00 | |
| 0.0567 | 566,630.00 | |
| 0.0011 | 10,780.00 |
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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