Vanguard International Dividend Appreciation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.30% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7826 | 105.55 | |
| 0.2009 | 25.81 | |
| 0.0254 | 1.77 | |
| 0.1257 | 4.73 | |
| 0.8449 | 21.85 |
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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