Vanguard Consumer Staples ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.22% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6425 | 13.47 | |
| 0.0994 | 25.69 | |
| 0.9660 | 326.80 | |
| 8.5484 | 3.97 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
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