Vanguard FTSE Developed Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.16% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1032 | 5.10 | |
| 0.0986 | 33.71 | |
| 0.9913 | 610.43 | |
| 7.3972 | 6.57 |
Estimation Period:
Jul 26, 2007 to Feb 6, 2026
Jul 26, 2007 to Feb 6, 2026
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