Vanguard FTSE Pacific ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.25% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3797 | 10.04 | |
| 0.0894 | 32.59 | |
| 0.9825 | 519.01 | |
| 8.4278 | 5.03 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
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