Vanguard Russell 1000 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.15% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1304 | 7.27 | |
| 0.1271 | 27.38 | |
| 0.9752 | 251.80 | |
| 7.0442 | 5.96 |
Estimation Period:
Sep 22, 2010 to Feb 6, 2026
Sep 22, 2010 to Feb 6, 2026
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