Vanguard Dividend Appreciation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.65% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9993 | 7.57 | |
| 0.1123 | 29.86 | |
| 0.9806 | 357.87 | |
| 7.1908 | 6.33 |
Estimation Period:
May 2, 2006 to Feb 6, 2026
May 2, 2006 to Feb 6, 2026
Other Vanguard Dividend Appreciation ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs