Vanguard International Dividend Appreciation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.72% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7641 | 5.80 | |
| 0.1272 | 5.51 | |
| 0.8323 | 31.29 | |
| -0.0083 | -0.76 |
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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