Vanguard US DIV APP IDX ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.16% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7575 | 8.56 | |
| 0.1174 | 22.10 | |
| 0.9623 | 190.06 | |
| 6.0622 | 6.06 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
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