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	param	t-stat
$ω$	0.0275	18.83
$α$	0.0331	7.57
$β$	0.8815	287.34
$γ$	0.1279	13.48

V-Lab

Vanguard FTSE All World ex-US Small-Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.84% (-0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard FTSE All World ex-US Small-Cap ETF Analyses