Vanguard S&P Small-Cap 600 Growth ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.19% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 17.29 | |
| 0.0862 | 24.61 | |
| 0.8849 | 211.40 |
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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