Vanguard Ftse Glbl CAP Excda MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.63% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8243 | 122.06 | |
| 0.1986 | 26.59 | |
| 0.0505 | 1.03 | |
| 0.1098 | 0.91 | |
| 0.8145 | 4.18 |
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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