Vanguard ALL Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.60% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6767 | 9.50 | |
| 0.1258 | 16.99 | |
| 0.9527 | 161.07 | |
| 7.8179 | 3.21 |
Estimation Period:
Feb 5, 2019 to Feb 13, 2026
Feb 5, 2019 to Feb 13, 2026
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