Vanguard High-Yield Actv ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:4.58% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 2.59 | |
| 0.0414 | 0.19 | |
| 0.0000 | 0.00 | |
| 3.7330 | 0.07 |
Estimation Period:
Sep 17, 2025 to Feb 13, 2026
Sep 17, 2025 to Feb 13, 2026
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