Vanguard Ftse DEV EX NA ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.80% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0808 | 4.22 | |
| 0.1117 | 2.55 | |
| 0.7183 | 8.51 | |
| -1.2886 | -0.86 | |
| 5.1246 | 2.09 | |
| -8.7703 | -4.77 | |
| 8.3238 | 4.81 | |
| -4.1787 | -2.51 | |
| -0.3063 | -0.18 | |
| 1.9186 | 1.11 | |
| -0.1944 | -0.14 | |
| -1.3465 | -1.13 | |
| 0.4833 | 0.26 |
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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