Vanguard Glbl Momentum Factr GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.09% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1765 | 9.30 | |
| 0.0939 | 17.78 | |
| 0.9551 | 167.71 | |
| 5.3375 | 5.69 |
Estimation Period:
Jun 22, 2016 to Feb 6, 2026
Jun 22, 2016 to Feb 6, 2026
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