Vanguard International High Dividend Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.60% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9415 | 8.96 | |
| 0.1288 | 16.71 | |
| 0.9543 | 181.12 | |
| 7.7562 | 3.29 |
Estimation Period:
Mar 2, 2016 to Feb 13, 2026
Mar 2, 2016 to Feb 13, 2026
Other Vanguard International High Dividend Yield ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs