Vanguard Materials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:24.40% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9149 | 10.80 | |
| 0.0865 | 30.68 | |
| 0.9840 | 554.39 | |
| 10.2690 | 4.07 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
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