Vanguard International High Dividend Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.38% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 0.26 | |
| 0.2451 | 20.18 | |
| 0.9578 | 327.45 | |
| -0.1034 | -10.14 |
Estimation Period:
Mar 2, 2016 to Feb 13, 2026
Mar 2, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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