Vanguard FTSE All World ex-US Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.70% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8483 | 8.70 | |
| 0.1203 | 6.42 | |
| 0.8343 | 41.70 | |
| 0.0283 | 5.52 | |
| -0.0328 | -5.04 |
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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