Vanguard International Dividend Appreciation ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.12% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -1.04 | |
| 0.1626 | 21.73 | |
| 0.9684 | 398.84 | |
| -0.1118 | -14.25 |
Estimation Period:
Mar 2, 2016 to Feb 6, 2026
Mar 2, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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