Vanguard International High Dividend Yield ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.29% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0100 | 1.88 | |
| 0.7249 | 80.99 | |
| 0.2415 | 25.05 | |
| 0.0370 | 1.79 | |
| 0.1580 | 4.50 | |
| 0.8033 | 15.35 |
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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