Vanguard FTSE Pacific ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.11% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 4.19 | |
| 0.1700 | 35.98 | |
| 0.9742 | 690.44 | |
| -0.0998 | -22.89 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard FTSE Pacific ETF Analyses
Other EGARCH Analyses on ETFs