Vanguard Real Estate ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.63% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8512 | 7.90 | |
| 0.0906 | 31.48 | |
| 0.9882 | 634.71 | |
| 9.3738 | 4.79 |
Estimation Period:
Sep 29, 2004 to Feb 13, 2026
Sep 29, 2004 to Feb 13, 2026
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