Vanguard Total International Stock ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.05% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5458 | 7.07 | |
| 0.1420 | 6.51 | |
| 0.8145 | 35.23 | |
| 0.0301 | 4.06 | |
| -0.0364 | -3.94 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Total International Stock ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs