Vanguard Global ex-U.S. Real Estate ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.99% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 19.76 | |
| 0.1117 | 23.03 | |
| 0.8656 | 191.71 |
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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