Vanguard International Dividend Appreciation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.02% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8257 | 10.45 | |
| 0.1000 | 17.71 | |
| 0.9639 | 266.05 | |
| 8.7247 | 2.69 |
Estimation Period:
Mar 2, 2016 to Feb 13, 2026
Mar 2, 2016 to Feb 13, 2026
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