Vanguard Mid-Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.02% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4123 | 9.29 | |
| 0.1148 | 35.87 | |
| 0.9819 | 439.14 | |
| 8.6657 | 5.74 |
Estimation Period:
Aug 25, 2006 to Feb 13, 2026
Aug 25, 2006 to Feb 13, 2026
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