Vanguard Ftse Glbl CAP Excda Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.19% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9498 | 8.89 | |
| 0.1203 | 7.01 | |
| 0.8315 | 40.69 | |
| 0.0009 | 0.51 |
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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