Vanguard FTSE Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.17% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 17.03 | |
| 0.0245 | 8.59 | |
| 0.8977 | 331.51 | |
| 0.1138 | 17.51 |
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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