Vanguard Ftse CDN Reit ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.71% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8079 | 6.42 | |
| 0.0700 | 34.89 | |
| 0.9913 | 761.93 | |
| 6.0108 | 8.67 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
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