Vanguard S&P 500 Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.10% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7696 | 16.12 | |
| 0.1140 | 21.10 | |
| 0.9511 | 248.98 | |
| 9.0668 | 3.63 |
Estimation Period:
Nov 8, 2012 to Feb 13, 2026
Nov 8, 2012 to Feb 13, 2026
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