Vanguard DEV ALL CAP EX NA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.71% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7291 | 12.14 | |
| 0.1027 | 16.46 | |
| 0.9469 | 220.72 | |
| 7.4330 | 3.09 |
Estimation Period:
Dec 8, 2015 to Feb 6, 2026
Dec 8, 2015 to Feb 6, 2026
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