Vanguard Total International Stock ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.45% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6210 | 7.36 | |
| 0.1425 | 6.33 | |
| 0.8109 | 34.24 | |
| 0.0394 | 4.10 | |
| -0.0590 | -3.17 |
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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