Vanguard Small-Cap Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.77% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 4.73 | |
| 0.1350 | 32.90 | |
| 0.9748 | 668.62 | |
| -0.1166 | -33.08 |
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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