Vanguard Small-Cap Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.78% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6878 | 4.62 | |
| 0.1025 | 8.75 | |
| 0.8702 | 65.26 | |
| -0.0341 | -2.50 | |
| 0.0534 | 2.85 | |
| -0.0266 | -3.31 |
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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