Vanguard FTSE Pacific ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.57% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 4.53 | |
| 0.0969 | 36.53 | |
| 0.8787 | 324.85 | |
| 0.5436 | 26.05 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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