Vanguard S&P 500 Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.35% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4648 | 6.14 | |
| 0.1195 | 28.81 | |
| 0.9834 | 340.63 | |
| 6.9107 | 6.75 |
Estimation Period:
Sep 9, 2010 to Feb 13, 2026
Sep 9, 2010 to Feb 13, 2026
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