Vanguard Global ex-U.S. Real Estate ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.43% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 0.23 | |
| 0.1753 | 22.45 | |
| 0.9721 | 543.38 | |
| -0.0936 | -14.57 |
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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