Vanguard Global ex-U.S. Real Estate ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.59% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 6.39 | |
| 0.0954 | 21.76 | |
| 0.8759 | 209.94 | |
| 0.4431 | 16.03 |
Estimation Period:
Nov 1, 2010 to Feb 6, 2026
Nov 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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