Vanguard Cnsrv ETF Portfolio GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.65% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1903 | 8.36 | |
| 0.1286 | 15.51 | |
| 0.9615 | 202.30 | |
| 8.3435 | 3.15 |
Estimation Period:
Feb 1, 2018 to Feb 6, 2026
Feb 1, 2018 to Feb 6, 2026
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