Vanguard Total International Stock ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.09% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 0.91 | |
| 0.1875 | 20.78 | |
| 0.9674 | 475.38 | |
| -0.1180 | -14.85 |
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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