Vanguard US Total MKT IDX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.23% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0337 | 7.50 | |
| 0.1245 | 22.56 | |
| 0.9713 | 223.49 | |
| 7.3302 | 4.83 |
Estimation Period:
Dec 6, 2011 to Feb 6, 2026
Dec 6, 2011 to Feb 6, 2026
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