Vanguard S&P 500 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.95% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9356 | 10.44 | |
| 0.1258 | 29.25 | |
| 0.9696 | 284.00 | |
| 7.7574 | 5.58 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
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