Vanguard Total Stock Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.22% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3438 | 7.07 | |
| 0.1032 | 32.22 | |
| 0.9857 | 434.81 | |
| 8.0918 | 5.70 |
Estimation Period:
Jun 15, 2001 to Feb 6, 2026
Jun 15, 2001 to Feb 6, 2026
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