Vanguard Total Treasury ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.35% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0446 | 0.17 | |
| 0.0000 | 0.00 | |
| 0.9990 | 0.01 | |
| 6.8993 | 0.07 |
Estimation Period:
Jul 9, 2025 to Feb 6, 2026
Jul 9, 2025 to Feb 6, 2026
Other Vanguard Total Treasury ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs