Vanguard Industrials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.01% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4736 | 9.39 | |
| 0.0879 | 28.97 | |
| 0.9825 | 465.88 | |
| 8.4094 | 4.84 |
Estimation Period:
Sep 29, 2004 to Feb 6, 2026
Sep 29, 2004 to Feb 6, 2026
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