Vanguard International Dividend Appreciation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.14% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 13.00 | |
| 0.0394 | 5.50 | |
| 0.8681 | 192.01 | |
| 0.1270 | 8.18 |
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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