Vanguard FTSE Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.16% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9115 | 7.21 | |
| 0.1065 | 8.19 | |
| 0.8593 | 58.44 | |
| -0.0331 | -3.36 | |
| 0.0512 | 3.45 | |
| -0.0212 | -2.67 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard FTSE Emerging Markets ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs