Vanguard Ftse Glbl CAP Excda GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.97% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7170 | 11.33 | |
| 0.1087 | 19.80 | |
| 0.9584 | 211.19 | |
| 8.0576 | 3.58 |
Estimation Period:
Jul 8, 2014 to Feb 6, 2026
Jul 8, 2014 to Feb 6, 2026
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