Vanguard FTSE Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.94% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8720 | 7.35 | |
| 0.1071 | 8.06 | |
| 0.8554 | 55.85 | |
| -0.0395 | -3.89 | |
| 0.0657 | 3.96 | |
| -0.0480 | -2.51 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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