Vanguard International High Dividend Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.49% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8316 | 5.42 | |
| 0.1822 | 5.20 | |
| 0.7693 | 22.50 | |
| -0.0046 | -1.97 |
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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