Vanguard Ftse Glbl CAP Excda GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.17% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 15.07 | |
| 0.0083 | 1.26 | |
| 0.8551 | 180.67 | |
| 0.1764 | 11.92 |
Estimation Period:
Jul 8, 2014 to Feb 6, 2026
Jul 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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