Vanguard Ftse Glbl CAP Excda Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.65% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0392 | 8.12 | |
| 0.1210 | 6.97 | |
| 0.8301 | 41.11 | |
| 0.0084 | 1.14 |
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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