Vanguard S&P Small-Cap 600 ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.77% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 17.37 | |
| 0.0840 | 24.92 | |
| 0.8900 | 225.27 |
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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