Vanguard International High Dividend Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.67% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 9.80 | |
| 0.1487 | 18.49 | |
| 0.8102 | 136.05 | |
| 0.4007 | 12.28 |
Estimation Period:
Mar 2, 2016 to Feb 6, 2026
Mar 2, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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