Vanguard FTSE Pacific ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.82% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7248 | 6.75 | |
| 0.1121 | 7.87 | |
| 0.8476 | 51.63 | |
| -0.0512 | -4.43 | |
| 0.0822 | 4.78 | |
| -0.0433 | -2.55 |
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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