Vanguard Information Technology ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.82% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0670 | 6.26 | |
| 0.0876 | 28.36 | |
| 0.9858 | 393.69 | |
| 7.1963 | 5.60 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
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