Vanguard Russell 3000 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.68% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0864 | 6.58 | |
| 0.1080 | 26.48 | |
| 0.9763 | 245.43 | |
| 5.8522 | 6.89 |
Estimation Period:
Sep 22, 2010 to Feb 6, 2026
Sep 22, 2010 to Feb 6, 2026
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