Vanguard S&P Small-Cap 600 Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.52% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 4.03 | |
| 0.1188 | 25.57 | |
| 0.9758 | 602.00 | |
| -0.1063 | -25.12 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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