Vanguard Interme-T T-E B ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:2.60% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 4.39 | |
| 0.1992 | 6.17 | |
| 0.8084 | 19.57 | |
| 3.6916 | 3.66 |
Estimation Period:
Jan 30, 2024 to Feb 13, 2026
Jan 30, 2024 to Feb 13, 2026
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