Vanguard Ftse DEV EX NA ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.17% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1953 | 4.49 | |
| 0.1104 | 2.51 | |
| 0.7192 | 8.49 | |
| -0.5189 | -0.34 | |
| 4.0340 | 1.62 | |
| -8.2657 | -4.47 | |
| 8.0320 | 4.65 | |
| -4.0160 | -2.43 | |
| -0.3709 | -0.21 | |
| 1.9009 | 1.10 | |
| -0.0864 | -0.06 | |
| -1.6174 | -1.38 | |
| 1.1795 | 1.49 |
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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