Vanguard FTSE All World ex-US Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.71% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 20.38 | |
| 0.1109 | 27.61 | |
| 0.8685 | 221.90 |
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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