Vanguard FTSE All World ex-US Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.69% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0072 | 2.45 | |
| 0.8328 | 184.08 | |
| 0.1721 | 31.41 | |
| 0.1107 | 1.02 | |
| 0.5567 | 1.01 | |
| 0.3363 | 0.51 |
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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