Vanguard S&P Small-Cap 600 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.17% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7352 | 7,351,600.00 | |
| 0.0148 | 148,400.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1647 | 41.62 | |
| 0.1859 | 53.44 | |
| 0.0188 | 0.97 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard S&P Small-Cap 600 ETF Analyses
Other MF2-GARCH Analyses on ETFs