Vanguard Extended Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.21% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6845 | 11.52 | |
| 0.0930 | 31.52 | |
| 0.9850 | 616.78 | |
| 12.4024 | 3.50 |
Estimation Period:
Jan 4, 2002 to Feb 6, 2026
Jan 4, 2002 to Feb 6, 2026
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