Vanguard FTSE Pacific ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.35% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7285 | 6.83 | |
| 0.1121 | 7.89 | |
| 0.8478 | 51.73 | |
| -0.0503 | -4.55 | |
| 0.0802 | 5.24 | |
| -0.0397 | -5.79 |
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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