Vanguard Mega Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.14% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7885 | 5.27 | |
| 0.1172 | 38.32 | |
| 0.9889 | 451.53 | |
| 6.5527 | 8.63 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
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