Schwab Fundamental U.S. Large Company ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.91% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9674 | 8.37 | |
| 0.1399 | 26.02 | |
| 0.9666 | 204.74 | |
| 7.2164 | 5.42 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
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