Vanguard Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.40% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7281 | 10.81 | |
| 0.0918 | 29.45 | |
| 0.9832 | 516.92 | |
| 10.6735 | 4.05 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
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