Vanguard International Dividend Appreciation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.76% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7920 | 6.94 | |
| 0.1266 | 5.54 | |
| 0.8341 | 31.35 | |
| -0.0047 | -1.90 |
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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