Vanguard FTSE Pacific ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.39% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0141 | 5.84 | |
| 0.8629 | 257.44 | |
| 0.1325 | 28.45 | |
| 0.0969 | 2.19 | |
| 0.5719 | 2.50 | |
| 0.3521 | 1.33 |
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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