Vanguard FTSE All World ex-US Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.10% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 3.09 | |
| 0.1029 | 27.80 | |
| 0.8681 | 249.95 | |
| 0.5548 | 20.10 |
Estimation Period:
Apr 6, 2009 to Feb 6, 2026
Apr 6, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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