Vanguard FTSE Emerging Markets ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.77% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 6.03 | |
| 0.1627 | 36.52 | |
| 0.9800 | 767.41 | |
| -0.0824 | -15.37 |
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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