Vanguard S&P Small-Cap 600 Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.76% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5652 | 9.46 | |
| 0.0780 | 20.06 | |
| 0.9751 | 304.06 | |
| 8.3137 | 3.29 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
Other Vanguard S&P Small-Cap 600 Growth ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs