Vanguard Global ex-U.S. Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.07% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0294 | 7.00 | |
| 0.8654 | 185.31 | |
| 0.1039 | 17.43 | |
| 0.1810 | 6.03 | |
| 0.7788 | 8.81 | |
| 0.0084 | 0.07 |
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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