Schwab Fundamental U.S. Small Company ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.04% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6003 | 7.55 | |
| 0.0960 | 20.67 | |
| 0.9808 | 360.84 | |
| 9.1995 | 3.28 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
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