Vanguard FTSE Emerging Markets ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.48% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 8.67 | |
| 0.0936 | 35.95 | |
| 0.8805 | 303.73 | |
| 0.5852 | 24.19 |
Estimation Period:
Mar 10, 2005 to Feb 13, 2026
Mar 10, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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