Vanguard Mid-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.07% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4060 | 9.52 | |
| 0.1120 | 32.22 | |
| 0.9821 | 460.41 | |
| 9.3648 | 5.05 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
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