Vanguard Energy ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.71% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1247 | 7.71 | |
| 0.0704 | 33.01 | |
| 0.9917 | 831.98 | |
| 10.7553 | 3.50 |
Estimation Period:
Sep 29, 2004 to Feb 13, 2026
Sep 29, 2004 to Feb 13, 2026
Other Vanguard Energy ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs