Vanguard S&P Small-Cap 600 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.48% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6085 | 8.90 | |
| 0.0770 | 20.31 | |
| 0.9777 | 323.09 | |
| 8.3841 | 3.34 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
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