Vanguard FTSE Pacific ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.34% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 21.29 | |
| 0.1054 | 34.75 | |
| 0.8761 | 285.64 |
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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