Vanguard S&P Small-Cap 600 Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.89% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9195 | 9.07 | |
| 0.0877 | 6.03 | |
| 0.8756 | 46.93 | |
| 0.0057 | 1.90 |
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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