Vanguard S&P Small-Cap 600 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.34% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8075 | 7.47 | |
| 0.0723 | 23.00 | |
| 0.9844 | 442.05 | |
| 7.9991 | 3.80 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
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