Vanguard International High Dividend Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.92% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7030 | 4.34 | |
| 0.1875 | 4.93 | |
| 0.7600 | 21.40 | |
| -0.0209 | -1.90 |
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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