Vanguard Total World Stock ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.71% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6082 | 6.30 | |
| 0.1128 | 33.68 | |
| 0.9877 | 503.41 | |
| 7.3644 | 6.86 |
Estimation Period:
Jun 26, 2008 to Feb 6, 2026
Jun 26, 2008 to Feb 6, 2026
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