Schwab Fundamental U.S. Broad Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.03% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9868 | 9.93 | |
| 0.1409 | 26.28 | |
| 0.9683 | 256.43 | |
| 8.6549 | 4.50 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
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