Vanguard Emerging Markets Government Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.24% (+5.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 15.63 | |
| 0.1615 | 22.37 | |
| 0.8197 | 142.41 | |
| 0.1037 | 16.40 |
Estimation Period:
Jun 4, 2013 to Feb 6, 2026
Jun 4, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Emerging Markets Government Bond ETF Analyses
Other AGARCH Analyses on ETFs