Vanguard Balan ETF Portfolio GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.91% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3027 | 7.88 | |
| 0.1303 | 15.35 | |
| 0.9609 | 168.93 | |
| 8.9291 | 2.69 |
Estimation Period:
Feb 1, 2018 to Feb 6, 2026
Feb 1, 2018 to Feb 6, 2026
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