Vanguard Utilities ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.88% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0622 | 13.18 | |
| 0.0851 | 27.37 | |
| 0.9784 | 547.53 | |
| 10.2232 | 3.45 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
Other Vanguard Utilities ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs