Vanguard Small-Cap Value ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.99% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 20.41 | |
| 0.1049 | 35.05 | |
| 0.8767 | 279.02 |
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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