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Vanguard Ftse DEV EX NA ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.80% (-1.25%)
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 SGARCH
paramt-stat
ω1.08084.22
α0.11172.55
β0.71838.51
γ1-1.2886-0.86
γ25.12462.09
γ3-8.7703-4.77
γ48.32384.81
γ5-4.1787-2.51
γ6-0.3063-0.18
γ71.91861.11
γ8-0.1944-0.14
γ9-1.3465-1.13
γ100.48330.26
Estimation Period:
Aug 28, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts