Vanguard International High Dividend Yield ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.10% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 16.12 | |
| 0.1779 | 20.21 | |
| 0.7748 | 91.72 |
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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