Vanguard Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.82% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6421 | 4.78 | |
| 0.1094 | 8.68 | |
| 0.8581 | 60.04 | |
| -0.0394 | -2.94 | |
| 0.0608 | 3.28 | |
| -0.0292 | -3.60 |
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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