Vanguard U.S. Minimum Volatility ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.87% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6252 | 11.45 | |
| 0.1363 | 20.79 | |
| 0.9530 | 178.70 | |
| 8.8281 | 3.18 |
Estimation Period:
Feb 15, 2018 to Feb 13, 2026
Feb 15, 2018 to Feb 13, 2026
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