Vanguard Mega Cap Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.73% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2020 | 5.03 | |
| 0.1105 | 34.63 | |
| 0.9899 | 476.62 | |
| 7.1369 | 7.20 |
Estimation Period:
Dec 27, 2007 to Feb 13, 2026
Dec 27, 2007 to Feb 13, 2026
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