Vanguard Small-Cap Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.31% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0417 | 9.00 | |
| 0.1006 | 8.91 | |
| 0.8778 | 71.89 | |
| 0.0031 | 2.01 |
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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