Vanguard Total International Stock ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.30% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1759 | 8.82 | |
| 0.1062 | 24.21 | |
| 0.9763 | 343.64 | |
| 8.3051 | 4.31 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
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