Vanguard Russell 2000 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.97% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8532 | 9.26 | |
| 0.0898 | 24.11 | |
| 0.9798 | 368.63 | |
| 9.5583 | 3.50 |
Estimation Period:
Sep 22, 2010 to Feb 13, 2026
Sep 22, 2010 to Feb 13, 2026
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