Vanguard Small-Cap Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.57% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8643 | 229.37 | |
| 0.1759 | 40.51 | |
| 0.0111 | 6.13 | |
| 0.0381 | 6.76 | |
| 0.9556 | 143.46 |
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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