Vanguard Communication Services ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.24% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3713 | 11.13 | |
| 0.0842 | 28.93 | |
| 0.9802 | 499.33 | |
| 8.3572 | 4.76 |
Estimation Period:
Sep 29, 2004 to Feb 6, 2026
Sep 29, 2004 to Feb 6, 2026
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