Vanguard Global ex-U.S. Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.01% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1034 | 10.32 | |
| 0.0902 | 29.78 | |
| 0.9816 | 553.98 | |
| 8.6250 | 4.39 |
Estimation Period:
Nov 1, 2010 to Feb 13, 2026
Nov 1, 2010 to Feb 13, 2026
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