Vanguard S&P Small-Cap 600 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.95% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 15.28 | |
| 0.0122 | 5.19 | |
| 0.8988 | 291.81 | |
| 0.1240 | 15.75 |
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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