Vanguard Global ex-U.S. Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.87% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5406 | 6.79 | |
| 0.1164 | 5.60 | |
| 0.8469 | 40.48 | |
| 0.0297 | 3.56 | |
| -0.0362 | -3.34 |
Estimation Period:
Nov 1, 2010 to Feb 6, 2026
Nov 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Global ex-U.S. Real Estate ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs