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	param	t-stat
$ω$	0.0127	3.38
$α$	0.1172	25.80
$β$	0.9791	588.03
$γ$	-0.0946	-21.18

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Vanguard S&P Small-Cap 600 ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.62% (-0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P Small-Cap 600 ETF Analyses