Vanguard Small-Cap Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.13% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9280 | 11.47 | |
| 0.0917 | 28.24 | |
| 0.9838 | 558.02 | |
| 12.6608 | 3.21 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
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