Vanguard DV Allcp Ex(Cad-Hg) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.59% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8442 | 10.36 | |
| 0.1256 | 19.91 | |
| 0.9510 | 183.62 | |
| 6.8510 | 4.58 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
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