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	param	t-stat
$ω$	0.0237	17.37
$α$	0.0363	7.62
$β$	0.8843	244.00
$γ$	0.1139	11.32

V-Lab

Vanguard Global ex-U.S. Real Estate ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:11.67% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Global ex-U.S. Real Estate ETF Analyses