Vanguard Total International Stock ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.84% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 2.69 | |
| 0.1131 | 23.13 | |
| 0.8534 | 198.96 | |
| 0.5546 | 17.40 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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