Vanguard Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.75% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 19.89 | |
| 0.1038 | 34.45 | |
| 0.8742 | 266.13 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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