Vanguard Global ex-U.S. Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.05% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3358 | 5.91 | |
| 0.1180 | 5.34 | |
| 0.8375 | 36.74 | |
| -0.0013 | -0.07 | |
| 0.0450 | 1.66 | |
| -0.1052 | -3.54 |
Estimation Period:
Nov 1, 2010 to Feb 13, 2026
Nov 1, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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