Vanguard Small-Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.94% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7093 | 9.40 | |
| 0.0945 | 27.87 | |
| 0.9848 | 530.62 | |
| 10.9180 | 3.68 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
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