Vanguard Russell 1000 Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.84% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4609 | 6.82 | |
| 0.1140 | 28.87 | |
| 0.9828 | 361.86 | |
| 7.3076 | 6.08 |
Estimation Period:
Sep 22, 2010 to Feb 6, 2026
Sep 22, 2010 to Feb 6, 2026
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