Vanguard Financials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.23% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8663 | 6.78 | |
| 0.1008 | 33.76 | |
| 0.9848 | 419.43 | |
| 6.6737 | 7.51 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
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