Vanguard FTSE Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.81% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2119 | 9.15 | |
| 0.0922 | 28.32 | |
| 0.9835 | 537.72 | |
| 8.9841 | 4.18 |
Estimation Period:
Mar 10, 2005 to Feb 13, 2026
Mar 10, 2005 to Feb 13, 2026
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