Vanguard S&P Small-Cap 600 Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.24% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0306 | -8.65 | |
| 0.0672 | 31.68 | |
| 0.9050 | 359.26 | |
| 1.0939 | 33.28 |
Estimation Period:
Sep 9, 2010 to Feb 13, 2026
Sep 9, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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