Vanguard Large-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.20% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2172 | 6.48 | |
| 0.1061 | 31.78 | |
| 0.9834 | 355.13 | |
| 6.5635 | 7.06 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
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