Vanguard Ftse Glbl CAP Excda GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.37% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 19.13 | |
| 0.1192 | 26.89 | |
| 0.8326 | 154.65 |
Estimation Period:
Jul 8, 2014 to Feb 13, 2026
Jul 8, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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