Vanguard FTSE Pacific ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.50% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 20.28 | |
| 0.0336 | 9.48 | |
| 0.8897 | 349.05 | |
| 0.1128 | 14.58 |
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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