Vanguard US Quality Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.20% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4989 | 8.10 | |
| 0.1115 | 16.36 | |
| 0.9704 | 238.83 | |
| 8.8971 | 2.96 |
Estimation Period:
Feb 15, 2018 to Feb 13, 2026
Feb 15, 2018 to Feb 13, 2026
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