Vanguard US TTL MKT IDX ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.15% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8490 | 12.94 | |
| 0.1104 | 21.33 | |
| 0.9576 | 229.37 | |
| 8.6541 | 3.55 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
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