Vanguard FTSE All World ex-US Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.95% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 2.55 | |
| 0.1761 | 27.75 | |
| 0.9732 | 643.65 | |
| -0.1047 | -18.38 |
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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