Vanguard Consumer Discretionary ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.53% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6788 | 8.24 | |
| 0.0923 | 33.09 | |
| 0.9885 | 629.59 | |
| 9.9612 | 4.62 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
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