Vanguard High Dividend Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.32% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1135 | 7.27 | |
| 0.1181 | 35.64 | |
| 0.9827 | 384.16 | |
| 6.8090 | 7.79 |
Estimation Period:
Nov 16, 2006 to Feb 13, 2026
Nov 16, 2006 to Feb 13, 2026
Other Vanguard High Dividend Yield ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs