Vanguard Intl Semiconductor Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.76% (-5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2235 | 6.32 | |
| 0.0923 | 8.50 | |
| 0.8412 | 42.40 | |
| -0.0544 | -1.71 | |
| 0.0893 | 2.01 | |
| -0.0505 | -2.30 | |
| 0.0326 | 1.83 | |
| -0.0254 | -1.99 |
Estimation Period:
Jul 28, 2000 to Feb 6, 2026
Jul 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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