Vanguard FTSE All World ex-US Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.99% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6025 | 5.48 | |
| 0.0908 | 29.34 | |
| 0.9875 | 432.17 | |
| 7.0055 | 5.78 |
Estimation Period:
Apr 6, 2009 to Feb 6, 2026
Apr 6, 2009 to Feb 6, 2026
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