Vanguard Total International Stock ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.79% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 19.91 | |
| 0.0408 | 5.85 | |
| 0.8508 | 209.98 | |
| 0.1620 | 13.19 |
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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