Vanguard S&P 500 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.77% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1357 | 6.86 | |
| 0.1318 | 27.36 | |
| 0.9750 | 240.69 | |
| 6.5868 | 6.65 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
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