Vanguard Small-Cap Growth ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.48% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 19.40 | |
| 0.0999 | 35.59 | |
| 0.8804 | 281.90 |
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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