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Vanguard Ftse DEV EX NA ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.17% (-1.22%)
Analysis last updated: Wednesday, February 11, 2026 at 02:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Vanguard Ftse DEV EX NA ETF S0GARCH
paramt-stat
ω1.19534.49
α0.11042.51
β0.71928.49
γ1-0.5189-0.34
γ24.03401.62
γ3-8.2657-4.47
γ48.03204.65
γ5-4.0160-2.43
γ6-0.3709-0.21
γ71.90091.10
γ8-0.0864-0.06
γ9-1.6174-1.38
γ101.17951.49
Estimation Period:
Aug 28, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts